-42.1%
AG vs VLTO
+36.0%
-78.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.1% | -4.2% | -5.5% |
| 7D | -6.0% | +0.8% | -6.9% | -5.8% |
| 30D | -14.3% | +18.7% | -33.0% | -10.4% |
| 3M | -26.9% | +21.7% | -48.6% | -23.6% |
| 6M | -42.1% | +35.8% | -78.0% | -37.0% |
| All | -42.1% | +36.0% | -78.2% | -37.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling