+4.3%
AVAL vs VT
+224.5%
-220.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.0% | +0.4% | +1.5% | +1.6% |
| 30D | +1.0% | +1.0% | +0.1% | +0.1% |
| 3M | +9.9% | +2.4% | +7.6% | +7.5% |
| 6M | +29.1% | +12.0% | +17.1% | +16.8% |
| YTD | +35.0% | +15.3% | +19.6% | +19.3% |
| 1Y | +67.2% | +22.6% | +44.6% | +39.7% |
| 3Y | +168.9% | +74.7% | +94.2% | +61.5% |
| 5Y | +20.6% | +66.1% | -45.5% | -25.1% |
| All | +4.3% | +224.5% | -220.2% | -69.5% |
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 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