+176.5%
AGI vs VLTO
+57.1%
+119.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.2% | -2.8% |
| 7D | 0.0% | +1.5% | -1.5% | -0.1% |
| 30D | -7.6% | +20.9% | -28.6% | -9.4% |
| 3M | -10.2% | +21.4% | -31.6% | -12.1% |
| 6M | -31.5% | +37.6% | -69.1% | -33.8% |
| YTD | -22.0% | +19.5% | -41.5% | -23.8% |
| 1Y | -7.9% | +22.0% | -29.9% | -10.3% |
| 3Y | +137.6% | +70.7% | +66.9% | +127.2% |
| All | +176.5% | +57.1% | +119.4% | +159.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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