-99.9%
AHT vs VT
+228.2%
-328.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | -1.5% |
| 7D | 0.0% | -0.3% | +0.3% | +0.5% |
| 30D | +17.3% | -1.4% | +18.8% | +20.2% |
| 3M | -17.5% | -1.4% | -16.1% | -15.7% |
| 6M | -9.9% | +5.5% | -15.4% | -19.4% |
| YTD | -38.0% | +12.8% | -50.9% | -51.9% |
| 1Y | -40.0% | +15.4% | -55.4% | -55.0% |
| 3Y | -89.9% | +76.9% | -166.8% | -96.7% |
| 5Y | -98.2% | +60.4% | -158.6% | -99.2% |
| All | -99.9% | +228.2% | -328.1% | -100.0% |
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 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