+131.7%
AG vs VFC
-6.8%
+138.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.3% | -2.6% |
| 7D | +1.0% | -1.6% | +2.6% | +1.4% |
| 30D | +19.2% | -11.6% | +30.8% | +23.0% |
| 3M | +6.2% | -18.1% | +24.3% | +10.9% |
| 6M | -26.7% | -27.4% | +0.7% | -21.6% |
| YTD | +26.1% | -24.8% | +50.9% | +37.1% |
| 1Y | +131.7% | -8.2% | +139.9% | +165.3% |
| All | +131.7% | -6.8% | +138.5% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling