-100.0%
AEON vs VT
+92.3%
-192.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.6% | -6.4% | -6.6% |
| 7D | +0.6% | +2.9% | -2.3% | -1.4% |
| 30D | -30.9% | -2.5% | -28.4% | -29.1% |
| 3M | -42.2% | -3.3% | -38.9% | -40.4% |
| 6M | -81.9% | +1.5% | -83.5% | -81.9% |
| YTD | -85.5% | +11.4% | -96.9% | -86.3% |
| 1Y | -82.6% | +11.9% | -94.5% | -83.6% |
| 3Y | -99.9% | +73.9% | -173.8% | -100.0% |
| All | -100.0% | +92.3% | -192.2% | -100.0% |
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 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