+99.6%
AVLV vs VT
+64.3%
+35.2%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.1% |
| 7D | +2.4% | +2.9% | -0.5% | -0.3% |
| 30D | +1.4% | -2.5% | +3.9% | +3.8% |
| 3M | +0.2% | -3.3% | +3.6% | +3.3% |
| 6M | +7.9% | +1.5% | +6.3% | +5.9% |
| YTD | +25.6% | +11.4% | +14.2% | +12.4% |
| 1Y | +29.5% | +11.9% | +17.6% | +15.3% |
| 3Y | +88.4% | +73.9% | +14.5% | +8.6% |
| 5Y | +88.5% | +57.9% | +30.7% | +18.7% |
| All | +99.6% | +64.3% | +35.2% | +21.4% |
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 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