+235.6%
AGI vs VLTO
+26.2%
+209.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | +4.4% | -1.6% | +5.9% | +4.6% |
| 30D | +10.0% | -2.9% | +12.8% | +10.3% |
| 3M | +1.7% | +12.7% | -10.9% | +0.5% |
| 6M | -26.8% | +1.6% | -28.4% | -26.9% |
| YTD | -5.3% | -4.0% | -1.4% | -5.3% |
| 1Y | +11.5% | -10.2% | +21.6% | +12.3% |
| All | +235.6% | +26.2% | +209.4% | +222.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling