+87.5%
AAT vs VT
+366.3%
-278.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.2% | +0.4% | -0.7% | -0.6% |
| 30D | -3.0% | +1.0% | -4.0% | -3.9% |
| 3M | -6.2% | +2.4% | -8.6% | -8.6% |
| 6M | +16.1% | +12.0% | +4.1% | +3.9% |
| YTD | +22.1% | +15.3% | +6.7% | +6.0% |
| 1Y | +14.2% | +22.6% | -8.4% | -6.4% |
| 3Y | +25.1% | +74.7% | -49.6% | -26.2% |
| 5Y | -26.0% | +66.1% | -92.2% | -54.5% |
| 10Y | -24.0% | +225.0% | -249.0% | -73.2% |
| All | +87.5% | +366.3% | -278.8% | -51.4% |
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