-9.6%
AEFC vs VT
+66.2%
-75.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +1.0% |
| 7D | +1.8% | +0.4% | +1.3% | +1.6% |
| 30D | +0.6% | +1.0% | -0.4% | +0.2% |
| 3M | -3.0% | +2.4% | -5.4% | -4.1% |
| 6M | -6.3% | +12.0% | -18.3% | -10.9% |
| YTD | -3.3% | +15.3% | -18.6% | -9.2% |
| 1Y | -5.8% | +22.6% | -28.4% | -14.0% |
| 3Y | +5.8% | +74.7% | -68.9% | -19.0% |
| All | -9.6% | +66.2% | -75.8% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling