+398.1%
AGI vs VO
+40.2%
+357.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.7% |
| 7D | -5.3% | -2.5% | -2.8% | -3.6% |
| 30D | +6.8% | -3.2% | +10.0% | +9.2% |
| 3M | +8.3% | +3.9% | +4.4% | +5.8% |
| 6M | -29.2% | +9.6% | -38.9% | -32.9% |
| YTD | -7.3% | +11.6% | -18.8% | -12.7% |
| 1Y | +8.0% | +12.6% | -4.6% | +1.2% |
| 3Y | +206.6% | +55.4% | +151.2% | +135.5% |
| 5Y | +398.1% | +41.8% | +356.3% | +281.6% |
| All | +398.1% | +40.2% | +357.9% | +281.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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