+410.8%
AGO vs VT
+357.6%
+53.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -3.1% |
| 7D | +2.6% | +0.4% | +2.2% | +1.7% |
| 30D | +5.4% | -2.6% | +8.0% | +8.7% |
| 3M | -1.7% | -3.2% | +1.5% | +2.3% |
| 6M | -0.7% | +0.9% | -1.6% | -3.9% |
| YTD | -16.7% | +11.3% | -28.0% | -30.6% |
| 1Y | -13.8% | +14.0% | -27.8% | -30.8% |
| 3Y | +18.7% | +75.8% | -57.1% | -50.3% |
| 5Y | +47.0% | +57.8% | -10.8% | -29.5% |
| 10Y | +166.6% | +219.8% | -53.2% | -56.6% |
| All | +410.8% | +357.6% | +53.1% | -43.2% |
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