+30.1%
AES vs VT
+363.9%
-333.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -2.1% |
| 7D | +0.6% | -0.3% | +0.9% | +0.9% |
| 30D | +1.2% | -1.4% | +2.6% | +2.7% |
| 3M | +2.7% | -1.4% | +4.1% | +4.0% |
| 6M | +6.8% | +5.5% | +1.4% | -0.7% |
| YTD | +9.0% | +12.8% | -3.8% | -6.8% |
| 1Y | +16.3% | +15.4% | +0.9% | -3.2% |
| 3Y | +2.9% | +76.9% | -74.0% | -47.7% |
| 5Y | -27.0% | +60.4% | -87.4% | -58.3% |
| 10Y | +80.2% | +232.8% | -152.6% | -55.8% |
| All | +30.1% | +363.9% | -333.8% | -79.4% |
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