+173.7%
VEA vs AG
+379.3%
-205.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.7% |
| 7D | +1.0% | +1.0% | -0.1% | +0.8% |
| 30D | +1.9% | +19.2% | -17.2% | -0.2% |
| 3M | +3.2% | +6.2% | -2.9% | +2.0% |
| 6M | +10.2% | -26.7% | +36.9% | +12.9% |
| YTD | +18.9% | +26.1% | -7.2% | +13.7% |
| 1Y | +29.3% | +131.7% | -102.3% | +14.5% |
| 3Y | +76.8% | +255.3% | -178.6% | +43.7% |
| 5Y | +61.2% | +61.9% | -0.7% | +38.9% |
| 10Y | +163.3% | +72.0% | +91.3% | +103.9% |
| All | +173.7% | +379.3% | -205.6% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling