-68.2%
AAP vs VT
+224.5%
-292.7%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +3.0% | +0.4% | +2.5% | +2.5% |
| 30D | -25.8% | +1.0% | -26.8% | -26.5% |
| 3M | -20.6% | +2.4% | -23.0% | -22.5% |
| 6M | -12.9% | +12.0% | -25.0% | -22.2% |
| YTD | +14.1% | +15.3% | -1.2% | -0.8% |
| 1Y | -25.0% | +22.6% | -47.5% | -38.4% |
| 3Y | -30.6% | +74.7% | -105.3% | -59.3% |
| 5Y | -75.0% | +66.1% | -141.1% | -84.6% |
| All | -68.2% | +224.5% | -292.7% | -90.2% |
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