-99.9%
APRE vs VT
+138.6%
-238.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | +1.1% |
| 7D | +0.2% | -4.2% | +4.4% | +3.4% |
| 30D | -22.2% | -5.8% | -16.4% | -18.5% |
| 3M | -20.3% | -5.2% | -15.0% | -17.1% |
| 6M | -41.3% | +0.1% | -41.4% | -41.7% |
| YTD | -42.0% | +8.2% | -50.2% | -45.7% |
| 1Y | -62.3% | +10.1% | -72.4% | -65.1% |
| 3Y | -87.6% | +69.7% | -157.3% | -91.7% |
| 5Y | -99.5% | +53.4% | -152.9% | -99.7% |
| All | -99.9% | +138.6% | -238.5% | -100.0% |
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