+117.1%
AA vs VCLT
+17.0%
+100.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.6% | -4.1% |
| 7D | -5.4% | -1.3% | -4.1% | -4.7% |
| 30D | -10.7% | -1.1% | -9.6% | -10.1% |
| 3M | -26.2% | -3.7% | -22.5% | -24.6% |
| 6M | -20.9% | -4.0% | -16.9% | -19.1% |
| YTD | -8.6% | -3.4% | -5.3% | -6.9% |
| 1Y | +57.4% | -4.1% | +61.5% | +61.3% |
| 3Y | +77.8% | +11.0% | +66.8% | +70.4% |
| 5Y | +2.7% | -17.0% | +19.7% | +6.0% |
| All | +117.1% | +17.0% | +100.1% | +134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VCLT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling