+57.4%
AA vs VCLT
-3.8%
+61.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.6% | -3.4% |
| 7D | -5.4% | -1.3% | -4.1% | -3.9% |
| 30D | -10.7% | -1.1% | -9.6% | -9.5% |
| 3M | -26.2% | -3.7% | -22.5% | -22.8% |
| 6M | -20.9% | -4.0% | -16.9% | -17.4% |
| YTD | -8.6% | -3.4% | -5.3% | -6.7% |
| 1Y | +57.4% | -4.1% | +61.5% | +64.4% |
| All | +57.4% | -3.8% | +61.2% | +64.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling