-43.5%
AWX vs VT
+345.0%
-388.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.1% | -0.5% | -2.8% |
| 7D | -0.8% | -4.2% | +3.4% | +1.1% |
| 30D | +0.4% | -5.8% | +6.2% | +3.0% |
| 3M | -1.6% | -5.2% | +3.7% | +0.7% |
| 6M | -2.0% | +0.1% | -2.1% | -2.2% |
| YTD | -6.7% | +8.2% | -14.9% | -10.4% |
| 1Y | -5.3% | +10.1% | -15.4% | -9.7% |
| 3Y | +25.5% | +69.7% | -44.2% | -3.2% |
| 5Y | -37.3% | +53.4% | -90.6% | -49.7% |
| 10Y | +5.9% | +219.2% | -213.3% | -38.8% |
| All | -43.5% | +345.0% | -388.5% | -77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling