-51.7%
AENT vs VT
+79.3%
-131.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.4% |
| 7D | +6.8% | -0.1% | +6.9% | +6.9% |
| 30D | +5.6% | -3.1% | +8.7% | +7.1% |
| 3M | -16.6% | -3.5% | -13.1% | -15.1% |
| 6M | -33.6% | +0.5% | -34.0% | -33.6% |
| YTD | -41.7% | +10.8% | -52.5% | -44.4% |
| 1Y | -30.2% | +11.9% | -42.1% | -33.8% |
| 3Y | +328.2% | +73.0% | +255.2% | +267.2% |
| 5Y | -52.0% | +58.6% | -110.6% | -59.0% |
| All | -51.7% | +79.3% | -131.0% | -59.4% |
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