-85.4%
AGL vs VT
+67.2%
-152.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.6% |
| 7D | +33.6% | -2.3% | +35.9% | +35.7% |
| 30D | +32.3% | -5.0% | +37.3% | +38.5% |
| 3M | +30.6% | -4.9% | +35.5% | +36.5% |
| 6M | +307.1% | -1.5% | +308.7% | +307.3% |
| YTD | +558.3% | +8.5% | +549.8% | +503.2% |
| 1Y | +550.7% | +11.4% | +539.4% | +481.8% |
| 3Y | -65.4% | +70.1% | -135.5% | -80.1% |
| 5Y | -81.8% | +53.7% | -135.5% | -87.8% |
| All | -85.4% | +67.2% | -152.6% | -90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling