+7.7%
AS vs VCLT
-2.7%
+10.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.9% | +2.7% |
| 7D | +5.8% | +1.2% | +4.6% | +3.7% |
| 30D | +15.4% | +3.4% | +12.0% | +8.7% |
| 3M | -11.9% | -0.9% | -11.0% | -10.1% |
| 6M | -9.9% | -3.1% | -6.8% | -3.6% |
| YTD | -13.1% | -2.4% | -10.7% | -8.4% |
| All | +7.7% | -2.7% | +10.4% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling