+209.3%
AOM vs VT
+595.8%
-386.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.7% | -2.3% | +1.7% | +0.2% |
| 30D | -0.6% | -5.0% | +4.3% | +1.2% |
| 3M | -2.0% | -4.9% | +2.9% | -0.2% |
| 6M | -0.7% | -1.5% | +0.8% | -0.2% |
| YTD | +3.6% | +8.5% | -4.9% | +0.4% |
| 1Y | +4.9% | +11.4% | -6.5% | +0.7% |
| 3Y | +36.4% | +70.1% | -33.7% | +12.0% |
| 5Y | +21.0% | +53.7% | -32.7% | +2.3% |
| 10Y | +78.8% | +220.0% | -141.1% | +16.6% |
| All | +209.3% | +595.8% | -386.5% | +57.5% |
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