-22.9%
AOUT vs VT
+60.6%
-83.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -2.5% |
| 7D | -0.9% | -0.3% | -0.6% | -0.6% |
| 30D | +8.0% | -1.4% | +9.4% | +9.4% |
| 3M | +42.3% | -1.4% | +43.7% | +44.4% |
| 6M | +91.5% | +5.5% | +86.0% | +80.7% |
| YTD | +131.8% | +12.8% | +119.0% | +104.6% |
| 1Y | +171.5% | +15.4% | +156.1% | +134.3% |
| 3Y | +100.7% | +76.9% | +23.8% | +17.7% |
| 5Y | -22.9% | +60.4% | -83.3% | -49.6% |
| All | -22.9% | +60.6% | -83.5% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling