-1.1%
AEFC vs VT
+127.4%
-128.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | +0.8% |
| 7D | +1.8% | -4.2% | +6.0% | +4.8% |
| 30D | -1.1% | -5.8% | +4.7% | +3.0% |
| 3M | -3.0% | -5.2% | +2.2% | +0.5% |
| 6M | -7.3% | +0.1% | -7.4% | -7.8% |
| YTD | -6.7% | +8.2% | -15.0% | -12.4% |
| 1Y | -7.8% | +10.1% | -18.0% | -14.6% |
| 3Y | +4.7% | +69.7% | -65.0% | -31.4% |
| 5Y | -13.1% | +53.4% | -66.4% | -38.3% |
| All | -1.1% | +127.4% | -128.5% | -59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling