+33.4%
VWO vs AG
+64.4%
-31.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.3% | -0.9% |
| 7D | -1.7% | -5.8% | +4.1% | -1.0% |
| 30D | -0.3% | +6.4% | -6.7% | -1.3% |
| 3M | +4.0% | +28.4% | -24.4% | +0.2% |
| 6M | +8.1% | -24.5% | +32.6% | +10.4% |
| YTD | +11.6% | +21.2% | -9.6% | +6.7% |
| 1Y | +16.2% | +114.1% | -97.9% | +2.4% |
| 3Y | +63.3% | +268.0% | -204.8% | +28.3% |
| 5Y | +33.4% | +67.3% | -34.0% | +13.3% |
| All | +33.4% | +64.4% | -31.0% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling