+58.8%
AEO vs VT
+217.6%
-158.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -0.6% |
| 7D | +9.9% | -0.1% | +10.1% | +10.5% |
| 30D | +18.2% | -3.1% | +21.3% | +23.7% |
| 3M | +18.1% | -3.5% | +21.6% | +24.3% |
| 6M | +30.7% | +0.5% | +30.2% | +29.8% |
| YTD | -16.4% | +10.8% | -27.2% | -27.4% |
| 1Y | +24.0% | +11.9% | +12.1% | +6.3% |
| 3Y | +26.4% | +73.0% | -46.5% | -37.6% |
| 5Y | -4.6% | +58.6% | -63.2% | -46.1% |
| 10Y | +58.8% | +219.2% | -160.4% | -63.1% |
| All | +58.8% | +217.6% | -158.8% | -63.1% |
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