+15.0%
AWX vs VT
+223.7%
-208.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.6% | +5.6% | +7.0% |
| 7D | +9.1% | +0.4% | +8.7% | +9.0% |
| 30D | +11.7% | -2.6% | +14.3% | +13.2% |
| 3M | +6.2% | -3.2% | +9.4% | +7.7% |
| 6M | +8.2% | +0.9% | +7.3% | +7.6% |
| YTD | +2.6% | +11.3% | -8.7% | -2.9% |
| 1Y | +9.1% | +14.0% | -4.9% | +2.2% |
| 3Y | +38.0% | +75.8% | -37.8% | +1.4% |
| 5Y | -30.1% | +57.8% | -88.0% | -45.7% |
| 10Y | +15.0% | +219.8% | -204.8% | +16.7% |
| All | +15.0% | +223.7% | -208.7% | +16.7% |
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