+58.9%
AVES vs VT
+73.1%
-14.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +2.0% | +0.4% | +1.6% | +1.6% |
| 30D | +4.7% | +1.0% | +3.7% | +3.8% |
| 3M | +0.8% | +2.4% | -1.6% | -1.0% |
| 6M | +9.7% | +12.0% | -2.3% | +0.4% |
| YTD | +17.3% | +15.3% | +2.0% | +5.0% |
| 1Y | +25.7% | +22.6% | +3.2% | +7.4% |
| 3Y | +70.7% | +74.7% | -4.0% | +10.7% |
| All | +58.9% | +73.1% | -14.2% | +0.5% |
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