-88.2%
AGL vs VT
+76.9%
-165.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.8% |
| 7D | +4.5% | +1.0% | +3.4% | +3.3% |
| 30D | -4.3% | -0.2% | -4.1% | -4.1% |
| 3M | -4.2% | +4.5% | -8.7% | -8.2% |
| 6M | +511.2% | +14.1% | +497.1% | +430.9% |
| YTD | +430.4% | +14.8% | +415.7% | +362.2% |
| 1Y | +190.1% | +21.2% | +168.9% | +141.1% |
| 3Y | -80.2% | +76.6% | -156.8% | -88.9% |
| 5Y | -88.7% | +66.6% | -155.3% | -92.9% |
| All | -88.2% | +76.9% | -165.1% | -92.8% |
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