-50.5%
ASLE vs VT
+142.7%
-193.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | -0.6% |
| 7D | +2.8% | -4.2% | +6.9% | +5.4% |
| 30D | -3.0% | -5.8% | +2.8% | +0.4% |
| 3M | -25.2% | -5.2% | -19.9% | -22.8% |
| 6M | -32.9% | +0.1% | -33.0% | -33.2% |
| YTD | -32.2% | +8.2% | -40.4% | -35.4% |
| 1Y | -33.5% | +10.1% | -43.6% | -37.3% |
| 3Y | -70.3% | +69.7% | -140.0% | -77.5% |
| 5Y | -78.4% | +53.4% | -131.8% | -83.5% |
| All | -50.5% | +142.7% | -193.2% | -63.1% |
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