-85.3%
AGL vs VT
+71.6%
-156.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -2.1% |
| 7D | +31.6% | +0.4% | +31.2% | +30.1% |
| 30D | +38.4% | -2.6% | +41.0% | +41.2% |
| 3M | +19.4% | -3.2% | +22.6% | +22.6% |
| 6M | +110.3% | +0.9% | +109.3% | +106.3% |
| YTD | +561.9% | +11.3% | +550.6% | +490.6% |
| 1Y | +583.8% | +14.0% | +569.8% | +496.7% |
| 3Y | -60.9% | +75.8% | -136.8% | -78.3% |
| 5Y | -81.6% | +57.8% | -139.4% | -88.0% |
| All | -85.3% | +71.6% | -156.9% | -90.8% |
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