+61.6%
AG vs VICR
+1,679.8%
-1,618.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +11.2% | -14.1% | -4.8% |
| 7D | -6.7% | +5.0% | -11.7% | -7.7% |
| 30D | +2.2% | -12.5% | +14.6% | +3.8% |
| 3M | +15.7% | -33.6% | +49.3% | +21.5% |
| 6M | -23.8% | +10.7% | -34.5% | -27.4% |
| YTD | +17.6% | +80.6% | -62.9% | +3.9% |
| 1Y | +88.6% | +288.4% | -199.7% | +46.7% |
| 3Y | +253.4% | +213.8% | +39.6% | +167.3% |
| 5Y | +62.4% | +58.8% | +3.6% | +26.0% |
| All | +61.6% | +1,679.8% | -1,618.1% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 10y: compounded portfolio wealth divided by compounded VICR 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…
10y analysis · Full analysis span regression · 6 months rolling