-45.8%
AA vs VT
+345.0%
-390.8%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.1% | -1.2% | +1.2% |
| 7D | -3.7% | -4.2% | +0.5% | +3.1% |
| 30D | -10.8% | -5.8% | -5.0% | -1.8% |
| 3M | -19.1% | -5.2% | -13.8% | -11.7% |
| 6M | -38.7% | +0.1% | -38.8% | -38.4% |
| YTD | -27.1% | +8.2% | -35.4% | -35.5% |
| 1Y | +8.3% | +10.1% | -1.8% | -6.3% |
| 3Y | +49.6% | +69.7% | -20.1% | -31.4% |
| 5Y | -15.5% | +53.4% | -68.9% | -52.2% |
| 10Y | +60.9% | +219.2% | -158.4% | -66.2% |
| All | -45.8% | +345.0% | -390.8% | -93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling