+284.3%
AG vs VO
+521.6%
-237.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -2.3% |
| 7D | -4.0% | +0.2% | -4.2% | -4.2% |
| 30D | -13.1% | +2.0% | -15.1% | -14.5% |
| 3M | -22.0% | -0.3% | -21.7% | -21.5% |
| 6M | -37.3% | +7.3% | -44.5% | -40.4% |
| YTD | -11.2% | +15.0% | -26.2% | -19.9% |
| 1Y | +23.9% | +14.7% | +9.3% | +12.4% |
| 3Y | +225.1% | +67.3% | +157.9% | +114.2% |
| 5Y | +7.7% | +38.8% | -31.1% | -16.7% |
| 10Y | +86.9% | +201.6% | -114.7% | -32.3% |
| All | +284.3% | +521.6% | -237.3% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 all: compounded portfolio wealth divided by compounded VO 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…
all analysis · Full analysis span regression · 6 months rolling