+61.6%
AG vs VCLT
+17.1%
+44.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -3.0% | -3.0% |
| 7D | -6.7% | -1.4% | -5.4% | -5.4% |
| 30D | +2.2% | -1.2% | +3.3% | +3.5% |
| 3M | +15.7% | -4.8% | +20.5% | +21.8% |
| 6M | -23.8% | -2.6% | -21.2% | -21.1% |
| YTD | +17.6% | -3.3% | +21.0% | +22.6% |
| 1Y | +88.6% | -4.8% | +93.4% | +99.5% |
| 3Y | +253.4% | +11.5% | +241.9% | +218.6% |
| 5Y | +62.4% | -17.0% | +79.4% | +94.6% |
| All | +61.6% | +17.1% | +44.6% | +9.5% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling