+181.5%
AG vs VLTO
+55.4%
+126.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.1% | -4.2% | -5.1% |
| 7D | -6.0% | +0.8% | -6.9% | -6.2% |
| 30D | -14.3% | +18.7% | -33.0% | -17.2% |
| 3M | -26.9% | +21.7% | -48.6% | -29.8% |
| 6M | -42.1% | +35.8% | -78.0% | -45.9% |
| YTD | -15.9% | +18.3% | -34.1% | -18.5% |
| 1Y | +11.5% | +20.9% | -9.4% | +7.0% |
| 3Y | +208.0% | +68.8% | +139.1% | +190.4% |
| All | +181.5% | +55.4% | +126.2% | +165.2% |
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