+326.2%
AG vs VLTO
+25.1%
+301.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.3% |
| 7D | -0.1% | -2.6% | +2.5% | +0.5% |
| 30D | +12.5% | -2.5% | +14.9% | +13.2% |
| 3M | +28.2% | +10.1% | +18.1% | +25.1% |
| 6M | -18.8% | +1.0% | -19.8% | -18.8% |
| YTD | +27.4% | -4.8% | +32.2% | +29.1% |
| 1Y | +132.2% | -9.3% | +141.5% | +138.5% |
| All | +326.2% | +25.1% | +301.2% | +320.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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