+658.9%
AYI vs VT
+374.2%
+284.8%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -0.3% | +0.4% | -0.8% | -0.8% |
| 30D | -7.0% | +1.0% | -7.9% | -7.9% |
| 3M | +8.5% | +2.4% | +6.1% | +6.1% |
| 6M | +20.8% | +12.0% | +8.8% | +6.9% |
| YTD | -7.0% | +15.3% | -22.4% | -20.3% |
| 1Y | -1.3% | +22.6% | -23.9% | -20.7% |
| 3Y | +104.5% | +74.7% | +29.8% | +12.5% |
| 5Y | +91.0% | +66.1% | +24.8% | +11.3% |
| 10Y | +25.9% | +225.0% | -199.1% | -63.1% |
| All | +658.9% | +374.2% | +284.8% | +83.3% |
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 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