+44.4%
AA vs VCLT
+98.6%
-54.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.7% |
| 7D | +0.5% | -2.3% | +2.8% | +1.0% |
| 30D | -0.6% | +0.8% | -1.3% | -0.7% |
| 3M | -19.7% | -2.7% | -17.0% | -19.2% |
| 6M | -41.6% | -4.3% | -37.3% | -41.0% |
| YTD | -24.6% | -4.3% | -20.3% | -23.9% |
| 1Y | +4.9% | -4.4% | +9.2% | +5.9% |
| 3Y | +66.8% | +13.8% | +53.1% | +65.4% |
| 5Y | -19.4% | -17.0% | -2.5% | -22.9% |
| 10Y | +43.1% | +20.9% | +22.2% | +57.9% |
| All | +44.4% | +98.6% | -54.2% | +170.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling