-11.8%
AVAL vs VT
+214.8%
-226.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.8% | +0.5% |
| 7D | -9.6% | -4.2% | -5.4% | -6.0% |
| 30D | -15.8% | -5.8% | -10.0% | -11.1% |
| 3M | -20.5% | -5.2% | -15.3% | -16.6% |
| 6M | -4.5% | +0.1% | -4.6% | -4.6% |
| YTD | +6.2% | +8.2% | -2.1% | -0.6% |
| 1Y | +2.4% | +10.1% | -7.7% | -5.5% |
| 3Y | +106.6% | +69.7% | +36.9% | +27.7% |
| 5Y | -3.8% | +53.4% | -57.1% | -35.4% |
| All | -11.8% | +214.8% | -226.6% | -72.8% |
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