+87.5%
AEYE vs VT
+226.9%
-139.4%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -2.2% |
| 7D | +3.2% | -2.0% | +5.2% | +6.1% |
| 30D | +26.9% | -1.4% | +28.3% | +29.5% |
| 3M | +12.3% | +4.7% | +7.5% | +5.6% |
| 6M | +24.4% | +11.4% | +13.0% | +8.1% |
| YTD | -24.9% | +13.1% | -38.0% | -35.8% |
| 1Y | -41.9% | +19.0% | -60.9% | -53.4% |
| 3Y | +49.7% | +73.9% | -24.2% | -18.9% |
| 5Y | -35.7% | +65.4% | -101.1% | -62.8% |
| All | +87.5% | +226.9% | -139.4% | -43.5% |
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