-95.0%
AEC vs VT
+215.5%
-310.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.4% |
| 7D | -1.6% | -2.3% | +0.7% | +1.1% |
| 30D | -10.7% | -5.0% | -5.8% | -4.6% |
| 3M | -27.3% | -4.9% | -22.4% | -22.0% |
| 6M | -40.9% | -1.5% | -39.4% | -38.9% |
| YTD | -41.7% | +8.5% | -50.2% | -46.1% |
| 1Y | -55.3% | +11.4% | -66.7% | -59.8% |
| 3Y | -20.3% | +70.1% | -90.3% | -58.2% |
| 5Y | -63.8% | +53.7% | -117.5% | -78.1% |
| All | -95.0% | +215.5% | -310.5% | -96.5% |
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 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