+58.9%
AOS vs VT
+217.6%
-158.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.9% |
| 7D | +0.8% | -0.1% | +1.0% | +0.8% |
| 30D | +14.8% | -3.1% | +17.9% | +17.8% |
| 3M | +3.7% | -3.5% | +7.2% | +6.9% |
| 6M | +11.2% | +0.5% | +10.7% | +10.4% |
| YTD | -1.6% | +10.8% | -12.3% | -10.5% |
| 1Y | -0.5% | +11.9% | -12.4% | -10.4% |
| 3Y | -6.2% | +73.0% | -79.2% | -43.4% |
| 5Y | -9.7% | +58.6% | -68.3% | -41.2% |
| 10Y | +58.9% | +219.2% | -160.3% | -46.8% |
| All | +58.9% | +217.6% | -158.8% | -46.8% |
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