-0.6%
AEFC vs VT
+127.9%
-128.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +1.7% | -2.3% | +4.1% | +3.4% |
| 30D | +1.2% | -5.0% | +6.2% | +4.7% |
| 3M | -2.2% | -4.9% | +2.7% | +1.1% |
| 6M | -7.1% | -1.5% | -5.5% | -6.4% |
| YTD | -6.2% | +8.5% | -14.7% | -12.1% |
| 1Y | -7.0% | +11.4% | -18.3% | -14.4% |
| 3Y | +6.0% | +70.1% | -64.0% | -30.6% |
| 5Y | -12.6% | +53.7% | -66.4% | -38.1% |
| All | -0.6% | +127.9% | -128.5% | -59.0% |
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