+268.3%
AGI vs VCLT
+102.9%
+165.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.5% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +11.3% | +0.1% | +11.2% | +11.2% |
| 3M | +5.6% | -2.9% | +8.5% | +8.0% |
| 6M | -27.7% | -4.0% | -23.7% | -25.3% |
| YTD | -4.1% | -2.2% | -1.8% | -2.2% |
| 1Y | +13.8% | -2.6% | +16.4% | +16.3% |
| 3Y | +217.0% | +12.3% | +204.8% | +191.9% |
| 5Y | +404.3% | -16.4% | +420.7% | +461.6% |
| 10Y | +400.5% | +18.1% | +382.4% | +339.5% |
| All | +268.3% | +102.9% | +165.4% | +233.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling