-90.0%
AGL vs VT
+66.2%
-156.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.4% | +2.4% |
| 7D | -4.4% | +0.4% | -4.8% | -4.9% |
| 30D | -17.9% | +1.0% | -18.9% | -18.7% |
| 3M | -7.1% | +2.4% | -9.4% | -9.2% |
| 6M | +406.4% | +12.0% | +394.4% | +348.0% |
| YTD | +413.8% | +15.3% | +398.5% | +343.8% |
| 1Y | +192.6% | +22.6% | +170.0% | +139.3% |
| 3Y | -80.1% | +74.7% | -154.8% | -88.9% |
| All | -90.0% | +66.2% | -156.2% | -93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling