+51.8%
AA vs VLTO
+56.4%
-4.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.1% |
| 7D | +0.5% | +1.0% | -0.5% | 0.0% |
| 30D | -0.6% | +17.5% | -18.1% | -8.7% |
| 3M | -19.7% | +21.4% | -41.1% | -27.6% |
| 6M | -41.6% | +38.1% | -79.7% | -51.6% |
| YTD | -24.6% | +19.0% | -43.7% | -31.7% |
| 1Y | +4.9% | +20.7% | -15.8% | -6.3% |
| 3Y | +66.8% | +64.3% | +2.6% | +18.5% |
| All | +51.8% | +56.4% | -4.6% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling