+160.5%
VEA vs AG
+76.0%
+84.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.3% |
| 7D | +2.3% | -10.0% | +12.2% | +3.3% |
| 30D | +0.2% | -10.5% | +10.7% | +1.2% |
| 3M | -5.3% | -27.3% | +21.9% | -2.6% |
| 6M | -0.9% | -43.0% | +42.1% | +3.9% |
| YTD | +12.2% | -17.9% | +30.1% | +12.6% |
| 1Y | +16.1% | +11.9% | +4.2% | +12.8% |
| 3Y | +73.0% | +201.8% | -128.8% | +48.2% |
| 5Y | +53.7% | -0.1% | +53.8% | +41.0% |
| All | +160.5% | +76.0% | +84.5% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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