+154.5%
AGI vs VLTO
+73.3%
+81.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.3% |
| 7D | +17.4% | +2.0% | +15.4% | +17.1% |
| 30D | -0.9% | +21.8% | -22.7% | -3.5% |
| 3M | -1.6% | +20.2% | -21.8% | -3.9% |
| 6M | -24.7% | +36.3% | -61.0% | -27.7% |
| YTD | -15.3% | +18.8% | -34.1% | -17.6% |
| 1Y | +5.5% | +20.4% | -14.9% | +2.3% |
| 3Y | +154.5% | +71.9% | +82.6% | +133.8% |
| All | +154.5% | +73.3% | +81.3% | +133.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling