+98.1%
AVLV vs VT
+69.4%
+28.8%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.3% |
| 7D | +0.4% | +1.0% | -0.6% | -0.5% |
| 30D | +0.1% | -0.2% | +0.4% | +0.3% |
| 3M | +4.5% | +4.5% | -0.1% | 0.0% |
| 6M | +17.2% | +14.1% | +3.1% | +2.7% |
| YTD | +24.7% | +14.8% | +9.9% | +8.6% |
| 1Y | +32.5% | +21.2% | +11.4% | +9.4% |
| 3Y | +81.9% | +76.6% | +5.3% | +3.6% |
| All | +98.1% | +69.4% | +28.8% | +17.3% |
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