+112.9%
AA vs VT
+224.5%
-111.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.7% | +0.4% | -1.1% | -1.6% |
| 30D | +5.0% | +1.0% | +4.0% | +3.2% |
| 3M | -35.8% | +2.4% | -38.2% | -38.2% |
| 6M | -18.4% | +12.0% | -30.4% | -33.4% |
| YTD | -5.5% | +15.3% | -20.8% | -26.6% |
| 1Y | +61.0% | +22.6% | +38.4% | +13.1% |
| 3Y | +66.2% | +74.7% | -8.5% | -34.5% |
| 5Y | +11.4% | +66.1% | -54.8% | -50.2% |
| All | +112.9% | +224.5% | -111.6% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling