+329.2%
AER vs VT
+224.4%
+104.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | -1.0% |
| 7D | +7.1% | -0.7% | +7.8% | +7.8% |
| 30D | +21.4% | -1.7% | +23.1% | +24.0% |
| 3M | +19.1% | -2.3% | +21.4% | +22.6% |
| 6M | +22.0% | +1.5% | +20.5% | +18.2% |
| YTD | +24.4% | +12.0% | +12.4% | +4.4% |
| 1Y | +31.4% | +12.9% | +18.5% | +9.0% |
| 3Y | +171.7% | +74.9% | +96.8% | +14.3% |
| 5Y | +175.3% | +59.9% | +115.4% | +36.8% |
| 10Y | +329.2% | +224.6% | +104.6% | -24.8% |
| All | +329.2% | +224.4% | +104.9% | -24.8% |
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