+46.7%
AA vs VLTO
+54.1%
-7.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -5.1% |
| 7D | -3.7% | +12.0% | -15.7% | -9.2% |
| 30D | -10.8% | +20.8% | -31.6% | -19.4% |
| 3M | -19.1% | +20.1% | -39.2% | -26.7% |
| 6M | -38.7% | +32.6% | -71.3% | -48.1% |
| YTD | -27.1% | +17.3% | -44.5% | -33.5% |
| 1Y | +8.3% | +17.3% | -9.0% | -1.6% |
| 3Y | +49.6% | +66.9% | -17.3% | +5.4% |
| All | +46.7% | +54.1% | -7.4% | +8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling