+132.1%
ASEA vs VT
+355.6%
-223.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.5% | +0.4% | +2.0% | +2.1% |
| 30D | +4.2% | +1.0% | +3.3% | +3.5% |
| 3M | +11.9% | +2.4% | +9.5% | +9.7% |
| 6M | +14.9% | +12.0% | +2.9% | +5.2% |
| YTD | +22.2% | +15.3% | +6.8% | +9.3% |
| 1Y | +33.3% | +22.6% | +10.7% | +13.8% |
| 3Y | +63.6% | +74.7% | -11.0% | +5.7% |
| 5Y | +81.4% | +66.1% | +15.2% | +20.2% |
| 10Y | +117.0% | +225.0% | -108.0% | -18.9% |
| All | +132.1% | +355.6% | -223.6% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling