-38.8%
AEYE vs VT
+65.7%
-104.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -1.5% |
| 7D | +7.8% | -0.1% | +7.9% | +8.0% |
| 30D | +32.4% | -0.7% | +33.1% | +34.1% |
| 3M | +14.6% | +4.0% | +10.6% | +7.1% |
| 6M | +32.6% | +12.3% | +20.4% | +8.7% |
| YTD | -22.3% | +14.0% | -36.3% | -37.8% |
| 1Y | -42.2% | +20.3% | -62.5% | -57.7% |
| 3Y | +54.9% | +75.4% | -20.5% | -30.1% |
| 5Y | -38.8% | +66.0% | -104.7% | -69.0% |
| All | -38.8% | +65.7% | -104.4% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling