+143.2%
AEF vs VT
+214.8%
-71.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.1% | -3.2% | -3.6% |
| 7D | -9.9% | -4.2% | -5.7% | -6.3% |
| 30D | -21.9% | -5.8% | -16.1% | -17.4% |
| 3M | -14.7% | -5.2% | -9.4% | -10.2% |
| 6M | -16.4% | +0.1% | -16.6% | -15.6% |
| YTD | +16.4% | +8.2% | +8.1% | +10.6% |
| 1Y | +21.3% | +10.1% | +11.1% | +13.6% |
| 3Y | +114.9% | +69.7% | +45.2% | +41.1% |
| 5Y | +36.4% | +53.4% | -16.9% | -3.0% |
| All | +143.2% | +214.8% | -71.6% | -8.3% |
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