-77.7%
AEVA vs VT
+128.5%
-206.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +0.2% | +19.5% | +19.3% |
| 7D | +18.7% | -2.3% | +21.0% | +23.2% |
| 30D | -23.3% | -5.0% | -18.3% | -16.2% |
| 3M | -56.5% | -4.9% | -51.6% | -52.2% |
| 6M | -33.6% | -1.5% | -32.1% | -28.9% |
| YTD | -17.2% | +8.5% | -25.7% | -21.6% |
| 1Y | -15.0% | +11.4% | -26.4% | -22.0% |
| 3Y | +248.1% | +70.1% | +178.0% | +103.7% |
| 5Y | -73.2% | +53.7% | -126.9% | -83.0% |
| All | -77.7% | +128.5% | -206.2% | -86.7% |
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 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