+13.8%
AOSL vs VT
+224.5%
-210.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +2.3% | +0.4% | +1.9% | +1.5% |
| 30D | -22.6% | +1.0% | -23.5% | -23.9% |
| 3M | -49.9% | +2.4% | -52.2% | -50.4% |
| 6M | +23.4% | +12.0% | +11.4% | +5.5% |
| YTD | +27.2% | +15.3% | +11.9% | +2.8% |
| 1Y | -9.8% | +22.6% | -32.4% | -33.7% |
| 3Y | -20.5% | +74.7% | -95.2% | -65.5% |
| 5Y | -12.9% | +66.1% | -79.0% | -55.3% |
| All | +13.8% | +224.5% | -210.7% | -78.5% |
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 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