+0.3%
AG vs VCLT
-16.7%
+17.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.0% |
| 7D | -10.0% | -2.3% | -7.7% | -7.6% |
| 30D | -10.5% | +0.8% | -11.2% | -11.0% |
| 3M | -27.3% | -2.7% | -24.6% | -24.9% |
| 6M | -43.0% | -4.3% | -38.7% | -39.8% |
| YTD | -17.9% | -4.3% | -13.6% | -13.2% |
| 1Y | +11.9% | -4.4% | +16.3% | +18.4% |
| 3Y | +201.8% | +13.8% | +188.0% | +170.1% |
| All | +0.3% | -16.7% | +17.0% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling