+402.8%
VUG vs AG
+76.0%
+326.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.7% |
| 7D | +2.5% | -10.0% | +12.5% | +3.4% |
| 30D | -6.3% | -10.5% | +4.2% | -5.4% |
| 3M | -6.0% | -27.3% | +21.2% | -3.7% |
| 6M | -3.5% | -43.0% | +39.4% | +0.4% |
| YTD | +3.9% | -17.9% | +21.8% | +3.9% |
| 1Y | +5.1% | +11.9% | -6.8% | +2.2% |
| 3Y | +77.9% | +201.8% | -123.9% | +54.9% |
| 5Y | +62.4% | -0.1% | +62.5% | +50.1% |
| All | +402.8% | +76.0% | +326.8% | +338.6% |
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