-48.9%
AEYE vs VT
+294.2%
-343.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.5% | +4.6% |
| 7D | +18.6% | +2.9% | +15.7% | +14.4% |
| 30D | +104.6% | -2.5% | +107.1% | +111.9% |
| 3M | +146.1% | -3.3% | +149.5% | +157.7% |
| 6M | +88.7% | +1.5% | +87.1% | +86.5% |
| YTD | +43.1% | +11.4% | +31.8% | +26.9% |
| 1Y | +13.3% | +11.9% | +1.4% | 0.0% |
| 3Y | +242.9% | +73.9% | +169.0% | +97.3% |
| 5Y | +63.2% | +57.9% | +5.4% | +4.6% |
| 10Y | +420.0% | +222.6% | +197.4% | +84.6% |
| All | -48.9% | +294.2% | -343.2% | -89.0% |
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 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