+38.0%
AA vs VTR
+1,485.3%
-1,447.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.5% |
| 7D | +0.5% | +0.2% | +0.3% | +0.4% |
| 30D | -0.6% | +5.5% | -6.1% | -2.6% |
| 3M | -19.7% | -0.9% | -18.7% | -19.7% |
| 6M | -41.6% | -0.4% | -41.2% | -42.3% |
| YTD | -24.6% | +17.0% | -41.7% | -29.8% |
| 1Y | +4.9% | +18.0% | -13.1% | -2.7% |
| 3Y | +66.8% | +127.4% | -60.5% | +22.0% |
| 5Y | -19.4% | +92.3% | -111.7% | -37.6% |
| 10Y | +43.1% | +129.6% | -86.5% | -3.2% |
| All | +38.0% | +1,485.3% | -1,447.3% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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