-62.1%
AAP vs VT
+223.7%
-285.8%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | -1.6% |
| 7D | -4.1% | +0.4% | -4.5% | -4.4% |
| 30D | +8.6% | -2.6% | +11.2% | +11.4% |
| 3M | -20.0% | -3.2% | -16.8% | -17.3% |
| 6M | -17.3% | +0.9% | -18.3% | -18.3% |
| YTD | +19.4% | +11.3% | +8.0% | +7.4% |
| 1Y | -3.6% | +14.0% | -17.6% | -15.2% |
| 3Y | -13.0% | +75.8% | -88.8% | -49.3% |
| 5Y | -77.7% | +57.8% | -135.5% | -85.6% |
| 10Y | -62.1% | +219.8% | -281.9% | -89.6% |
| All | -62.1% | +223.7% | -285.8% | -89.6% |
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