-99.9%
AHT vs VT
+215.5%
-315.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.9% |
| 7D | -7.8% | -2.3% | -5.5% | -3.7% |
| 30D | +7.7% | -5.0% | +12.7% | +18.0% |
| 3M | -26.9% | -4.9% | -22.0% | -20.2% |
| 6M | -21.0% | -1.5% | -19.5% | -19.9% |
| YTD | -44.4% | +8.5% | -52.9% | -53.6% |
| 1Y | -47.0% | +11.4% | -58.4% | -57.6% |
| 3Y | -90.2% | +70.1% | -160.2% | -96.6% |
| 5Y | -98.5% | +53.7% | -152.2% | -99.3% |
| All | -99.9% | +215.5% | -315.5% | -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