+208.2%
AGO vs VT
+222.7%
-14.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.4% |
| 7D | -3.8% | -0.1% | -3.6% | -3.6% |
| 30D | -4.4% | -0.7% | -3.8% | -3.7% |
| 3M | -3.7% | +4.0% | -7.7% | -8.3% |
| 6M | -14.8% | +12.3% | -27.1% | -26.0% |
| YTD | -18.5% | +14.0% | -32.5% | -30.6% |
| 1Y | -10.7% | +20.3% | -31.0% | -28.6% |
| 3Y | +26.1% | +75.4% | -49.3% | -36.0% |
| 5Y | +64.3% | +66.0% | -1.7% | -10.9% |
| 10Y | +208.2% | +228.2% | -20.0% | -20.2% |
| All | +208.2% | +222.7% | -14.5% | -20.2% |
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