+445.6%
AG vs VO
+517.3%
-71.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.8% |
| 7D | +1.0% | -0.3% | +1.3% | +1.3% |
| 30D | +19.2% | -0.3% | +19.5% | +19.7% |
| 3M | +6.2% | +2.9% | +3.2% | +4.2% |
| 6M | -26.7% | +9.3% | -36.0% | -31.5% |
| YTD | +26.1% | +14.2% | +11.9% | +14.1% |
| 1Y | +131.7% | +15.3% | +116.4% | +108.9% |
| 3Y | +255.3% | +56.2% | +199.1% | +147.0% |
| 5Y | +61.9% | +42.4% | +19.5% | +22.1% |
| 10Y | +72.0% | +194.7% | -122.7% | -36.4% |
| All | +445.6% | +517.3% | -71.7% | -13.7% |
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