+67.3%
AG vs VCLT
-17.3%
+84.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -3.7% |
| 7D | -5.8% | -1.3% | -4.5% | -4.5% |
| 30D | +6.4% | -1.1% | +7.5% | +7.7% |
| 3M | +28.4% | -3.7% | +32.1% | +33.7% |
| 6M | -24.5% | -4.0% | -20.4% | -20.7% |
| YTD | +21.2% | -3.4% | +24.6% | +26.3% |
| 1Y | +114.1% | -4.1% | +118.2% | +124.9% |
| 3Y | +268.0% | +11.0% | +257.1% | +236.2% |
| 5Y | +67.3% | -17.0% | +84.3% | +77.4% |
| All | +67.3% | -17.3% | +84.6% | +77.4% |
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