+75.5%
AES vs VT
+215.5%
-140.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.4% |
| 7D | +0.3% | -2.3% | +2.6% | +2.6% |
| 30D | +0.8% | -5.0% | +5.7% | +6.1% |
| 3M | +2.4% | -4.9% | +7.2% | +7.5% |
| 6M | +6.2% | -1.5% | +7.7% | +6.7% |
| YTD | +8.8% | +8.5% | +0.3% | -2.5% |
| 1Y | +9.9% | +11.4% | -1.5% | -4.5% |
| 3Y | +5.5% | +70.1% | -64.6% | -42.9% |
| 5Y | -26.8% | +53.7% | -80.5% | -55.4% |
| All | +75.5% | +215.5% | -140.0% | -54.5% |
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