+279.0%
AG vs VFC
-25.9%
+304.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.8% | -0.7% |
| 7D | +4.5% | +0.8% | +3.6% | +4.3% |
| 30D | +12.9% | -11.9% | +24.8% | +15.4% |
| 3M | +20.9% | -20.2% | +41.1% | +25.4% |
| 6M | -19.5% | -23.0% | +3.5% | -16.2% |
| YTD | +24.8% | -26.2% | +51.0% | +31.3% |
| 1Y | +120.2% | -13.3% | +133.6% | +125.4% |
| 3Y | +279.0% | -25.5% | +304.5% | +284.7% |
| All | +279.0% | -25.9% | +304.9% | +284.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling