-72.8%
AEYE vs VT
+308.3%
-381.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +6.3% | +0.4% | +5.8% | +5.7% |
| 30D | +28.1% | +1.0% | +27.1% | +26.7% |
| 3M | +5.3% | +2.4% | +2.9% | +2.6% |
| 6M | -0.8% | +12.0% | -12.8% | -13.1% |
| YTD | -23.8% | +15.3% | -39.2% | -35.5% |
| 1Y | -40.2% | +22.6% | -62.8% | -52.8% |
| 3Y | +64.0% | +74.7% | -10.7% | -6.7% |
| 5Y | -41.3% | +66.1% | -107.4% | -64.5% |
| 10Y | +117.4% | +225.0% | -107.6% | -24.9% |
| All | -72.8% | +308.3% | -381.2% | -94.4% |
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