+484.9%
AG vs VCLT
+103.3%
+381.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +4.5% | +0.3% | +4.2% | +4.2% |
| 30D | +12.9% | -0.6% | +13.4% | +13.5% |
| 3M | +20.9% | -2.2% | +23.2% | +23.6% |
| 6M | -19.5% | -2.9% | -16.6% | -16.9% |
| YTD | +24.8% | -2.1% | +26.9% | +27.8% |
| 1Y | +120.2% | -2.6% | +122.8% | +126.8% |
| 3Y | +279.0% | +12.5% | +266.5% | +244.3% |
| 5Y | +67.9% | -15.3% | +83.2% | +91.4% |
| 10Y | +57.5% | +16.6% | +40.9% | +42.3% |
| All | +484.9% | +103.3% | +381.6% | +449.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling