-97.2%
AEC vs VT
+224.5%
-321.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -3.0% | +0.4% | -3.4% | -3.5% |
| 30D | +2.2% | +1.0% | +1.2% | +1.1% |
| 3M | -10.2% | +2.4% | -12.6% | -12.1% |
| 6M | -36.4% | +12.0% | -48.4% | -44.1% |
| YTD | -17.7% | +15.3% | -33.1% | -29.9% |
| 1Y | -22.1% | +22.6% | -44.7% | -38.4% |
| 3Y | +12.5% | +74.7% | -62.1% | -42.5% |
| 5Y | -56.7% | +66.1% | -122.9% | -76.2% |
| All | -97.2% | +224.5% | -321.7% | -98.9% |
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