-94.9%
AEC vs VT
+223.7%
-318.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | -1.4% |
| 7D | +2.0% | +0.4% | +1.6% | +1.1% |
| 30D | -7.3% | -2.6% | -4.7% | -4.1% |
| 3M | -26.2% | -3.2% | -22.9% | -22.6% |
| 6M | -37.6% | +0.9% | -38.6% | -37.6% |
| YTD | -40.5% | +11.3% | -51.9% | -46.9% |
| 1Y | -54.9% | +14.0% | -68.9% | -60.7% |
| 3Y | -18.7% | +75.8% | -94.5% | -59.2% |
| 5Y | -63.0% | +57.8% | -120.9% | -78.5% |
| 10Y | -94.9% | +219.8% | -314.7% | -96.8% |
| All | -94.9% | +223.7% | -318.6% | -96.8% |
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