+76.9%
AAPY vs VT
+82.3%
-5.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.2% |
| 7D | +5.2% | -0.1% | +5.4% | +5.3% |
| 30D | +3.9% | -3.1% | +7.0% | +6.6% |
| 3M | +15.0% | -3.5% | +18.5% | +18.3% |
| 6M | +18.5% | +0.5% | +18.0% | +17.1% |
| YTD | +27.9% | +10.8% | +17.1% | +14.9% |
| 1Y | +30.5% | +11.9% | +18.6% | +16.0% |
| 3Y | +65.9% | +73.0% | -7.0% | +4.4% |
| All | +76.9% | +82.3% | -5.5% | +9.2% |
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