-24.0%
AP vs VT
+224.5%
-248.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.3% | +2.3% |
| 7D | -2.0% | +0.4% | -2.5% | -2.4% |
| 30D | -8.1% | +1.0% | -9.0% | -8.8% |
| 3M | -21.4% | +2.4% | -23.8% | -22.3% |
| 6M | -7.3% | +12.0% | -19.3% | -14.1% |
| YTD | +62.9% | +15.3% | +47.5% | +48.0% |
| 1Y | +210.0% | +22.6% | +187.4% | +168.0% |
| 3Y | +160.7% | +74.7% | +86.0% | +76.5% |
| 5Y | +87.5% | +66.1% | +21.3% | +30.8% |
| All | -24.0% | +224.5% | -248.4% | -74.2% |
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