+240.4%
AGI vs VLTO
+27.2%
+213.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.7% |
| 7D | +0.6% | -2.3% | +2.9% | +0.9% |
| 30D | +18.2% | -0.9% | +19.1% | +18.4% |
| 3M | -4.1% | +13.8% | -18.0% | -5.5% |
| 6M | -28.7% | +2.0% | -30.7% | -28.8% |
| YTD | -4.0% | -3.2% | -0.8% | -4.0% |
| 1Y | +17.4% | -9.2% | +26.6% | +18.1% |
| All | +240.4% | +27.2% | +213.2% | +226.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling