+57.2%
AA vs VLTO
+69.5%
-12.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.5% | +2.7% |
| 7D | +0.9% | +5.4% | -4.5% | -1.6% |
| 30D | -6.7% | +22.3% | -29.0% | -16.0% |
| 3M | -16.3% | +19.6% | -36.0% | -23.9% |
| 6M | -37.1% | +35.2% | -72.3% | -47.1% |
| YTD | -25.0% | +17.9% | -42.9% | -31.4% |
| 1Y | +8.6% | +19.5% | -10.9% | -2.3% |
| 3Y | +57.2% | +73.9% | -16.7% | +8.5% |
| All | +57.2% | +69.5% | -12.2% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling