+337.4%
AGI vs VICR
+1,679.8%
-1,342.4%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.2% | -10.5% | -0.1% |
| 7D | -2.7% | +5.0% | -7.7% | -3.1% |
| 30D | +7.2% | -12.5% | +19.7% | +8.0% |
| 3M | +4.3% | -33.6% | +37.9% | +6.2% |
| 6M | -27.1% | +10.7% | -37.8% | -29.1% |
| YTD | -6.6% | +80.6% | -87.2% | -12.3% |
| 1Y | +9.5% | +288.4% | -278.8% | -2.5% |
| 3Y | +208.4% | +213.8% | -5.3% | +170.5% |
| 5Y | +401.6% | +58.8% | +342.8% | +344.7% |
| All | +337.4% | +1,679.8% | -1,342.4% | +255.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 10y: compounded portfolio wealth divided by compounded VICR 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…
10y analysis · Full analysis span regression · 6 months rolling