-65.4%
AGL vs VT
+69.7%
-135.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.5% |
| 7D | +33.6% | -2.3% | +35.9% | +35.2% |
| 30D | +32.3% | -5.0% | +37.3% | +37.6% |
| 3M | +30.6% | -4.9% | +35.5% | +35.7% |
| 6M | +307.1% | -1.5% | +308.7% | +306.3% |
| YTD | +558.3% | +8.5% | +549.8% | +501.2% |
| 1Y | +550.7% | +11.4% | +539.4% | +482.8% |
| 3Y | -65.4% | +70.1% | -135.5% | -83.6% |
| All | -65.4% | +69.7% | -135.2% | -83.6% |
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