+12.4%
AA vs VCLT
-15.5%
+27.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.8% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | -1.6% | +0.1% | -1.7% | -1.7% |
| 3M | -29.8% | -2.9% | -26.9% | -28.2% |
| 6M | -16.6% | -4.0% | -12.7% | -14.0% |
| YTD | -4.0% | -2.2% | -1.8% | -2.4% |
| 1Y | +63.5% | -2.6% | +66.1% | +66.9% |
| 3Y | +86.8% | +12.3% | +74.5% | +74.1% |
| 5Y | +12.4% | -16.4% | +28.7% | -5.5% |
| All | +12.4% | -15.5% | +27.9% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling