+254.5%
AEG vs VT
+221.4%
+33.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.4% |
| 7D | +2.1% | +1.0% | +1.1% | +0.8% |
| 30D | -1.7% | -0.2% | -1.5% | -1.4% |
| 3M | +17.3% | +4.5% | +12.8% | +10.7% |
| 6M | +36.8% | +14.1% | +22.7% | +15.7% |
| YTD | +25.1% | +14.8% | +10.3% | +5.1% |
| 1Y | +27.2% | +21.2% | +6.0% | -0.5% |
| 3Y | +117.1% | +76.6% | +40.6% | +4.7% |
| 5Y | +140.7% | +66.6% | +74.1% | +25.9% |
| 10Y | +254.5% | +222.3% | +32.3% | -20.7% |
| All | +254.5% | +221.4% | +33.1% | -20.7% |
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 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