-3.7%
AEFC vs VT
+133.3%
-136.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -3.1% | +2.4% | -5.4% | -4.6% |
| 30D | -1.4% | -1.5% | +0.1% | -0.5% |
| 3M | -6.3% | -4.1% | -2.1% | -3.7% |
| 6M | -10.4% | +0.6% | -11.0% | -11.1% |
| YTD | -9.1% | +11.0% | -20.2% | -16.2% |
| 1Y | -9.5% | +13.3% | -22.8% | -17.8% |
| 3Y | +2.3% | +73.4% | -71.1% | -33.9% |
| 5Y | -13.9% | +57.4% | -71.3% | -40.0% |
| All | -3.7% | +133.3% | -136.9% | -60.9% |
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