+11.9%
AG vs VMC
-5.0%
+16.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.9% | -2.0% |
| 7D | -10.0% | -1.3% | -8.7% | -9.0% |
| 30D | -10.5% | +15.5% | -26.0% | -19.8% |
| 3M | -27.3% | +0.6% | -27.8% | -27.4% |
| 6M | -43.0% | +2.1% | -45.0% | -44.3% |
| YTD | -17.9% | -1.6% | -16.3% | -13.4% |
| 1Y | +11.9% | -1.2% | +13.1% | +17.9% |
| All | +11.9% | -5.0% | +16.9% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling