+30.0%
AES vs VT
+345.0%
-315.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +4.6% |
| 7D | +0.1% | -4.2% | +4.3% | +4.8% |
| 30D | +0.9% | -5.8% | +6.7% | +7.7% |
| 3M | +2.5% | -5.2% | +7.7% | +8.4% |
| 6M | +6.1% | +0.1% | +6.0% | +4.5% |
| YTD | +8.9% | +8.2% | +0.7% | -2.5% |
| 1Y | +9.8% | +10.1% | -0.3% | -3.7% |
| 3Y | +2.8% | +69.7% | -66.9% | -45.3% |
| 5Y | -26.7% | +53.4% | -80.0% | -55.9% |
| 10Y | +80.1% | +219.2% | -139.1% | -53.8% |
| All | +30.0% | +345.0% | -315.0% | -78.5% |
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 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