-64.7%
ACES vs VT
+53.2%
-117.9%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | +2.7% |
| 7D | +2.7% | -4.2% | +6.9% | +9.6% |
| 30D | -5.1% | -5.8% | +0.7% | +4.1% |
| 3M | -14.0% | -5.2% | -8.8% | -6.4% |
| 6M | -25.7% | +0.1% | -25.8% | -25.2% |
| YTD | -16.5% | +8.2% | -24.7% | -25.2% |
| 1Y | -23.3% | +10.1% | -33.5% | -32.9% |
| 3Y | -13.7% | +69.7% | -83.4% | -60.8% |
| 5Y | -64.7% | +53.4% | -118.1% | -80.5% |
| All | -64.7% | +53.2% | -117.9% | -80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling