+384.7%
AGI vs VCLT
-17.2%
+401.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.7% | -1.4% | -1.4% | -1.6% |
| 30D | +7.2% | -1.2% | +8.4% | +8.4% |
| 3M | +4.3% | -4.8% | +9.0% | +8.8% |
| 6M | -27.1% | -2.6% | -24.5% | -25.1% |
| YTD | -6.6% | -3.3% | -3.3% | -3.5% |
| 1Y | +9.5% | -4.8% | +14.3% | +14.6% |
| 3Y | +208.4% | +11.5% | +196.9% | +180.5% |
| All | +384.7% | -17.2% | +401.9% | +424.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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