+409.7%
VUG vs AG
+57.4%
+352.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.3% |
| 7D | +0.9% | +4.5% | -3.6% | +0.5% |
| 30D | -1.4% | +12.9% | -14.3% | -2.6% |
| 3M | +2.3% | +20.9% | -18.6% | +0.3% |
| 6M | +15.7% | -19.5% | +35.2% | +16.7% |
| YTD | +8.6% | +24.8% | -16.2% | +5.1% |
| 1Y | +14.1% | +120.2% | -106.2% | +4.6% |
| 3Y | +87.9% | +279.0% | -191.1% | +60.5% |
| 5Y | +76.3% | +67.9% | +8.4% | +56.7% |
| 10Y | +409.7% | +57.5% | +352.2% | +352.9% |
| All | +409.7% | +57.4% | +352.3% | +352.9% |
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 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