-7.9%
AGI vs VLTO
+21.6%
-29.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -9.1% |
| 3M | -10.2% | +21.4% | -31.6% | -11.8% |
| 6M | -31.5% | +37.6% | -69.1% | -33.2% |
| YTD | -22.0% | +19.5% | -41.5% | -25.9% |
| 1Y | -7.9% | +22.0% | -29.9% | -11.8% |
| All | -7.9% | +21.6% | -29.4% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling