+45.9%
AEG vs VT
+374.2%
-328.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | +2.2% | +0.4% | +1.7% | +1.4% |
| 30D | -1.2% | +1.0% | -2.1% | -2.8% |
| 3M | +16.2% | +2.4% | +13.8% | +11.1% |
| 6M | +34.1% | +12.0% | +22.1% | +10.8% |
| YTD | +25.4% | +15.3% | +10.0% | -1.1% |
| 1Y | +28.0% | +22.6% | +5.4% | -9.1% |
| 3Y | +108.6% | +74.7% | +33.9% | -18.5% |
| 5Y | +137.8% | +66.1% | +71.6% | -0.4% |
| 10Y | +251.9% | +225.0% | +26.9% | -54.6% |
| All | +45.9% | +374.2% | -328.3% | -88.2% |
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