-30.1%
AWX vs VT
+57.4%
-87.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.6% | +5.6% | +7.5% |
| 7D | +9.1% | +0.4% | +8.7% | +9.0% |
| 30D | +11.7% | -2.6% | +14.3% | +12.5% |
| 3M | +6.2% | -3.2% | +9.4% | +7.0% |
| 6M | +8.2% | +0.9% | +7.3% | +7.8% |
| YTD | +2.6% | +11.3% | -8.7% | -0.7% |
| 1Y | +9.1% | +14.0% | -4.9% | +4.9% |
| 3Y | +38.0% | +75.8% | -37.8% | +12.2% |
| 5Y | -30.1% | +57.8% | -88.0% | -37.9% |
| All | -30.1% | +57.4% | -87.5% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling