+81.7%
AES vs VT
+223.7%
-142.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -2.6% |
| 7D | 0.0% | +0.4% | -0.4% | -0.7% |
| 30D | +0.9% | -2.6% | +3.5% | +3.4% |
| 3M | +2.4% | -3.2% | +5.6% | +5.5% |
| 6M | +6.5% | +0.9% | +5.5% | +4.1% |
| YTD | +9.0% | +11.3% | -2.3% | -5.1% |
| 1Y | +10.6% | +14.0% | -3.4% | -6.3% |
| 3Y | +10.5% | +75.8% | -65.3% | -42.4% |
| 5Y | -23.2% | +57.8% | -81.1% | -54.6% |
| 10Y | +81.7% | +219.8% | -138.1% | -53.7% |
| All | +81.7% | +223.7% | -142.0% | -53.7% |
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