-96.2%
AGIG vs VT
+224.4%
-320.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.6% | -2.6% |
| 7D | -10.1% | -0.7% | -9.4% | -10.0% |
| 30D | -13.0% | -1.7% | -11.3% | -12.8% |
| 3M | -10.1% | -2.3% | -7.8% | -9.8% |
| 6M | -32.2% | +1.5% | -33.7% | -32.3% |
| YTD | -59.6% | +12.0% | -71.6% | -60.2% |
| 1Y | -85.1% | +12.9% | -98.0% | -85.3% |
| 3Y | -95.6% | +74.9% | -170.6% | -96.0% |
| 5Y | -95.8% | +59.9% | -155.7% | -96.0% |
| 10Y | -96.2% | +224.6% | -320.9% | -97.3% |
| All | -96.2% | +224.4% | -320.6% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling