+162.2%
AEG vs VT
+221.8%
-59.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.6% |
| 7D | +3.9% | +2.4% | +1.5% | +0.9% |
| 30D | +4.6% | -1.5% | +6.1% | +6.4% |
| 3M | -5.6% | -4.1% | -1.5% | -0.8% |
| 6M | +8.3% | +0.6% | +7.7% | +6.8% |
| YTD | +18.2% | +11.0% | +7.2% | +3.3% |
| 1Y | +15.4% | +13.3% | +2.0% | -1.9% |
| 3Y | +96.7% | +73.4% | +23.3% | -3.4% |
| 5Y | +125.6% | +57.4% | +68.2% | +26.7% |
| All | +162.2% | +221.8% | -59.6% | -48.9% |
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