+61.8%
VNQ vs AGI
+392.3%
-330.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.7% |
| 7D | -1.3% | -2.7% | +1.5% | -1.1% |
| 30D | -2.6% | +7.2% | -9.8% | -3.1% |
| 3M | -2.0% | +4.3% | -6.3% | -2.5% |
| 6M | +4.3% | -27.1% | +31.4% | +6.0% |
| YTD | +9.2% | -6.6% | +15.8% | +8.9% |
| 1Y | +5.6% | +9.5% | -3.9% | +3.9% |
| 3Y | +30.8% | +208.4% | -177.6% | +19.6% |
| 5Y | +8.0% | +401.6% | -393.7% | -4.3% |
| All | +61.8% | +392.3% | -330.6% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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