+167.1%
AEG vs VT
+217.6%
-50.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +1.0% |
| 7D | +5.1% | -0.1% | +5.3% | +5.2% |
| 30D | +4.7% | -3.1% | +7.8% | +8.7% |
| 3M | -6.2% | -3.5% | -2.7% | -2.2% |
| 6M | +9.8% | +0.5% | +9.4% | +8.5% |
| YTD | +18.4% | +10.8% | +7.6% | +3.7% |
| 1Y | +19.3% | +11.9% | +7.4% | +3.0% |
| 3Y | +98.9% | +73.0% | +25.9% | -2.0% |
| 5Y | +127.7% | +58.6% | +69.1% | +26.6% |
| 10Y | +167.1% | +219.2% | -52.1% | -46.6% |
| All | +167.1% | +217.6% | -50.6% | -46.6% |
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