+424.0%
AGO vs VT
+374.2%
+49.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.1% |
| 7D | +0.2% | +0.4% | -0.2% | -0.4% |
| 30D | -8.1% | +1.0% | -9.0% | -9.4% |
| 3M | +3.0% | +2.4% | +0.6% | -1.6% |
| 6M | -12.3% | +12.0% | -24.3% | -26.7% |
| YTD | -14.6% | +15.3% | -29.9% | -31.8% |
| 1Y | -7.5% | +22.6% | -30.1% | -32.7% |
| 3Y | +30.1% | +74.7% | -44.6% | -44.7% |
| 5Y | +72.0% | +66.1% | +5.8% | -22.9% |
| 10Y | +225.0% | +225.0% | 0.0% | -48.0% |
| All | +424.0% | +374.2% | +49.8% | -44.2% |
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 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