-100.0%
AEMD vs VT
+223.7%
-323.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -1.6% |
| 7D | +3.8% | +0.4% | +3.4% | +3.6% |
| 30D | -9.3% | -2.6% | -6.7% | -7.2% |
| 3M | +74.3% | -3.2% | +77.5% | +79.6% |
| 6M | -51.2% | +0.9% | -52.1% | -50.8% |
| YTD | -60.4% | +11.3% | -71.7% | -62.2% |
| 1Y | -73.8% | +14.0% | -87.8% | -75.3% |
| 3Y | -99.3% | +75.8% | -175.1% | -99.5% |
| 5Y | -100.0% | +57.8% | -157.8% | -100.0% |
| 10Y | -100.0% | +219.8% | -319.8% | -100.0% |
| All | -100.0% | +223.7% | -323.7% | -100.0% |
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