+18.8%
ANEL vs VT
+21.9%
-3.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.4% | +0.3% |
| 7D | +7.3% | -0.1% | +7.5% | +8.0% |
| 30D | -1.5% | -0.7% | -0.9% | +1.4% |
| 3M | +42.8% | +4.0% | +38.8% | +28.7% |
| 6M | +53.5% | +12.3% | +41.3% | +3.2% |
| YTD | +54.9% | +14.0% | +40.9% | +0.4% |
| 1Y | +18.0% | +20.3% | -2.3% | -35.5% |
| All | +18.8% | +21.9% | -3.1% | -37.8% |
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