+54.4%
AEO vs VT
+224.4%
-170.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -1.2% |
| 7D | +0.9% | -0.7% | +1.6% | +2.0% |
| 30D | +19.3% | -1.7% | +21.0% | +22.5% |
| 3M | +25.0% | -2.3% | +27.3% | +29.4% |
| 6M | +40.9% | +1.5% | +39.4% | +38.0% |
| YTD | -16.1% | +12.0% | -28.2% | -28.3% |
| 1Y | +26.5% | +12.9% | +13.6% | +7.1% |
| 3Y | +26.8% | +74.9% | -48.1% | -38.4% |
| 5Y | -5.9% | +59.9% | -65.8% | -47.5% |
| 10Y | +54.4% | +224.6% | -170.2% | -67.2% |
| All | +54.4% | +224.4% | -170.0% | -67.2% |
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 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