+382.8%
VNQ vs AGI
+1,705.7%
-1,322.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.7% |
| 7D | -2.6% | -5.3% | +2.6% | -2.3% |
| 30D | -2.3% | +6.8% | -9.1% | -2.8% |
| 3M | -2.8% | +8.3% | -11.1% | -3.5% |
| 6M | +2.5% | -29.2% | +31.7% | +4.1% |
| YTD | +8.4% | -7.3% | +15.7% | +8.2% |
| 1Y | +6.8% | +8.0% | -1.3% | +5.4% |
| 3Y | +29.9% | +206.6% | -176.6% | +20.0% |
| 5Y | +7.2% | +398.1% | -390.9% | -4.1% |
| 10Y | +62.5% | +384.0% | -321.4% | +41.2% |
| All | +382.8% | +1,705.7% | -1,322.9% | +277.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling