+222.7%
VT vs AA
+44.7%
+178.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | +2.9% | +5.3% | -2.4% | +1.9% |
| 30D | -2.5% | -2.3% | -0.3% | -2.2% |
| 3M | -3.3% | -20.8% | +17.5% | +0.4% |
| 6M | +1.5% | -39.8% | +41.3% | +9.8% |
| YTD | +11.4% | -23.3% | +34.6% | +14.2% |
| 1Y | +11.9% | +1.8% | +10.1% | +8.8% |
| 3Y | +73.9% | +69.5% | +4.3% | +47.6% |
| 5Y | +57.9% | -18.0% | +75.9% | +45.1% |
| All | +222.7% | +44.7% | +178.1% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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