-52.9%
AENT vs VT
+81.3%
-134.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.7% | -3.1% |
| 7D | +4.6% | -0.7% | +5.3% | +4.9% |
| 30D | +2.7% | -1.7% | +4.4% | +3.5% |
| 3M | -17.6% | -2.3% | -15.3% | -16.6% |
| 6M | -33.0% | +1.5% | -34.5% | -33.4% |
| YTD | -43.2% | +12.0% | -55.2% | -46.1% |
| 1Y | -32.0% | +12.9% | -44.9% | -35.8% |
| 3Y | +317.3% | +74.9% | +242.3% | +255.8% |
| 5Y | -53.4% | +59.9% | -113.3% | -60.3% |
| All | -52.9% | +81.3% | -134.3% | -60.6% |
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