+405.3%
VUG vs AG
+72.5%
+332.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.8% |
| 7D | -1.1% | -4.0% | +3.0% | -0.7% |
| 30D | -7.0% | -13.1% | +6.1% | -6.0% |
| 3M | -3.7% | -22.0% | +18.3% | -1.9% |
| 6M | -1.6% | -37.3% | +35.6% | +1.6% |
| YTD | +5.1% | -11.2% | +16.3% | +4.5% |
| 1Y | +3.8% | +23.9% | -20.2% | 0.0% |
| 3Y | +79.9% | +225.1% | -145.3% | +55.7% |
| 5Y | +66.4% | +7.7% | +58.6% | +52.7% |
| 10Y | +405.3% | +86.9% | +318.4% | +337.8% |
| All | +405.3% | +72.5% | +332.8% | +337.8% |
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