+67.3%
AG vs VMC
+47.2%
+20.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.1% | -5.0% |
| 7D | -5.8% | -3.7% | -2.1% | -4.2% |
| 30D | +6.4% | -12.8% | +19.1% | +13.5% |
| 3M | +28.4% | -7.9% | +36.3% | +33.5% |
| 6M | -24.5% | -7.5% | -16.9% | -21.7% |
| YTD | +21.2% | -11.6% | +32.8% | +29.0% |
| 1Y | +114.1% | -14.3% | +128.3% | +130.5% |
| 3Y | +268.0% | +18.5% | +249.6% | +239.4% |
| 5Y | +67.3% | +46.8% | +20.6% | +35.2% |
| All | +67.3% | +47.2% | +20.1% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling