+98.4%
AVLV vs VT
+64.3%
+34.1%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | 0.0% |
| 7D | -0.2% | +0.4% | -0.6% | -0.6% |
| 30D | +1.5% | -2.6% | +4.1% | +3.9% |
| 3M | +0.2% | -3.2% | +3.5% | +3.2% |
| 6M | +7.4% | +0.9% | +6.5% | +6.0% |
| YTD | +24.8% | +11.3% | +13.5% | +11.8% |
| 1Y | +30.7% | +14.0% | +16.7% | +14.3% |
| 3Y | +90.0% | +75.8% | +14.2% | +8.4% |
| 5Y | +87.8% | +57.8% | +30.0% | +18.3% |
| All | +98.4% | +64.3% | +34.1% | +20.7% |
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