-39.5%
AVAL vs VT
+227.7%
-267.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | -7.1% | -1.6% | -5.5% | -5.6% |
| 30D | -9.1% | -2.5% | -6.6% | -6.9% |
| 3M | -16.5% | -1.3% | -15.2% | -15.6% |
| 6M | +0.3% | +3.1% | -2.8% | -2.5% |
| YTD | +10.3% | +10.9% | -0.7% | +0.7% |
| 1Y | +5.9% | +12.1% | -6.2% | -4.2% |
| 3Y | +114.5% | +73.9% | +40.6% | +26.9% |
| 5Y | -2.6% | +58.0% | -60.5% | -37.8% |
| 10Y | -7.2% | +225.5% | -232.7% | -73.6% |
| All | -39.5% | +227.7% | -267.3% | -83.4% |
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