-99.9%
AGIG vs VT
+360.7%
-460.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.4% | -3.3% |
| 7D | -9.9% | -0.7% | -9.2% | -9.3% |
| 30D | -12.8% | -1.7% | -11.1% | -11.3% |
| 3M | -9.9% | -2.3% | -7.6% | -8.0% |
| 6M | -32.1% | +1.5% | -33.6% | -33.4% |
| YTD | -59.5% | +12.0% | -71.5% | -63.9% |
| 1Y | -85.1% | +12.9% | -97.9% | -86.8% |
| 3Y | -95.6% | +74.9% | -170.5% | -97.6% |
| 5Y | -95.8% | +59.9% | -155.7% | -97.5% |
| 10Y | -96.2% | +224.6% | -320.9% | -99.2% |
| All | -99.9% | +360.7% | -460.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling