+1,941.0%
AGI vs VO
+827.2%
+1,113.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +0.6% | -0.3% | +0.9% | +0.8% |
| 30D | +18.2% | -0.3% | +18.6% | +18.5% |
| 3M | -4.1% | +2.9% | -7.1% | -5.3% |
| 6M | -28.7% | +9.3% | -38.1% | -31.4% |
| YTD | -4.0% | +14.2% | -18.2% | -9.4% |
| 1Y | +17.4% | +15.3% | +2.2% | +10.4% |
| 3Y | +203.0% | +56.2% | +146.8% | +145.4% |
| 5Y | +376.7% | +42.4% | +334.2% | +299.3% |
| 10Y | +407.5% | +194.7% | +212.7% | +187.2% |
| All | +1,941.0% | +827.2% | +1,113.8% | +332.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling