-60.5%
AGL vs VT
+74.5%
-135.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.4% |
| 7D | -3.1% | +2.9% | -5.9% | -5.4% |
| 30D | +28.4% | -2.5% | +30.9% | +30.7% |
| 3M | +27.9% | -3.3% | +31.2% | +31.1% |
| 6M | +58.6% | +1.5% | +57.1% | +55.1% |
| YTD | +540.3% | +11.4% | +529.0% | +471.9% |
| 1Y | +602.5% | +11.9% | +590.6% | +525.0% |
| All | -60.5% | +74.5% | -135.0% | -81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling