+264.0%
AG vs VFC
+92.3%
+171.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.0% | -2.3% | -4.5% |
| 7D | -6.0% | -1.4% | -4.6% | -5.7% |
| 30D | -14.3% | +24.6% | -39.0% | -19.0% |
| 3M | -26.9% | +38.4% | -65.4% | -32.8% |
| 6M | -42.1% | +15.3% | -57.4% | -44.7% |
| YTD | -15.9% | +12.7% | -28.6% | -19.2% |
| 1Y | +11.5% | +32.7% | -21.2% | +3.0% |
| 3Y | +208.0% | +43.7% | +164.3% | +149.7% |
| 5Y | +2.4% | -69.2% | +71.6% | +24.3% |
| 10Y | +77.0% | -50.0% | +127.0% | +65.5% |
| All | +264.0% | +92.3% | +171.7% | +44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling