+219.2%
VT vs AA
+45.1%
+174.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +0.3% |
| 7D | -0.1% | +1.2% | -1.4% | -0.4% |
| 30D | -3.1% | -5.0% | +2.0% | -2.3% |
| 3M | -3.5% | -22.2% | +18.7% | +0.5% |
| 6M | +0.5% | -36.3% | +36.8% | +7.5% |
| YTD | +10.8% | -24.2% | +35.0% | +13.8% |
| 1Y | +11.9% | +3.9% | +8.0% | +8.3% |
| 3Y | +73.0% | +67.6% | +5.4% | +47.1% |
| 5Y | +58.6% | -8.8% | +67.4% | +42.7% |
| 10Y | +219.2% | +45.0% | +174.2% | +116.5% |
| All | +219.2% | +45.1% | +174.1% | +116.5% |
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