+157.7%
AGO vs VT
+217.6%
-59.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.7% |
| 7D | +3.7% | -0.1% | +3.8% | +3.7% |
| 30D | +5.6% | -3.1% | +8.6% | +8.8% |
| 3M | -2.2% | -3.5% | +1.3% | +1.2% |
| 6M | -0.5% | +0.5% | -1.0% | -2.4% |
| YTD | -16.5% | +10.8% | -27.3% | -27.0% |
| 1Y | -13.2% | +11.9% | -25.1% | -25.1% |
| 3Y | +18.3% | +73.0% | -54.7% | -39.5% |
| 5Y | +50.4% | +58.6% | -8.2% | -14.7% |
| 10Y | +157.7% | +219.2% | -61.4% | -32.9% |
| All | +157.7% | +217.6% | -59.9% | -32.9% |
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