+33.8%
VWO vs AGI
+400.3%
-366.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -1.8% | -2.7% | +1.0% | -1.4% |
| 30D | -0.1% | +7.2% | -7.3% | -1.3% |
| 3M | +2.2% | +4.3% | -2.0% | +1.0% |
| 6M | +8.8% | -27.1% | +35.8% | +13.1% |
| YTD | +12.4% | -6.6% | +19.0% | +11.9% |
| 1Y | +15.6% | +9.5% | +6.1% | +11.7% |
| 3Y | +62.5% | +208.4% | -145.9% | +29.5% |
| All | +33.8% | +400.3% | -366.5% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling