-22.9%
AAUC vs VT
-0.9%
-22.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.2% | +5.8% | +5.7% |
| 7D | +22.9% | -2.3% | +25.2% | +25.3% |
| 30D | +18.0% | -5.0% | +22.9% | +27.1% |
| 3M | +11.8% | -4.9% | +16.6% | +20.9% |
| 6M | -22.9% | -1.5% | -21.4% | -20.1% |
| All | -22.9% | -0.9% | -22.0% | -20.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling