-14.1%
AOMR vs VT
+71.9%
-86.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.9% |
| 7D | +0.1% | -0.1% | +0.3% | +0.2% |
| 30D | -4.2% | -0.7% | -3.5% | -3.7% |
| 3M | +2.8% | +4.0% | -1.2% | -1.0% |
| 6M | +5.0% | +12.3% | -7.3% | -6.0% |
| YTD | +7.3% | +14.0% | -6.7% | -5.4% |
| 1Y | -2.3% | +20.3% | -22.6% | -18.3% |
| 3Y | +35.4% | +75.4% | -40.0% | -22.2% |
| 5Y | -12.2% | +66.0% | -78.2% | -50.1% |
| All | -14.1% | +71.9% | -86.0% | -52.6% |
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