+105.0%
AEO vs VT
+374.2%
-269.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.3% | +2.3% |
| 7D | +3.1% | +0.4% | +2.6% | +2.6% |
| 30D | -2.4% | +1.0% | -3.4% | -3.5% |
| 3M | +5.2% | +2.4% | +2.8% | +2.4% |
| 6M | -21.4% | +12.0% | -33.4% | -30.3% |
| YTD | -32.8% | +15.3% | -48.1% | -42.2% |
| 1Y | -4.9% | +22.6% | -27.5% | -23.1% |
| 3Y | +9.4% | +74.7% | -65.3% | -36.8% |
| 5Y | -25.4% | +66.1% | -91.5% | -53.4% |
| 10Y | +23.9% | +225.0% | -201.1% | -56.9% |
| All | +105.0% | +374.2% | -269.2% | -44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling