+53.4%
VT vs AA
-12.1%
+65.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.3% | +1.2% | -3.2% |
| 7D | -4.2% | -3.7% | -0.5% | -3.6% |
| 30D | -5.8% | -10.8% | +5.0% | -4.1% |
| 3M | -5.2% | -19.1% | +13.8% | -2.3% |
| 6M | +0.1% | -38.7% | +38.8% | +7.4% |
| YTD | +8.2% | -27.1% | +35.4% | +11.6% |
| 1Y | +10.1% | +8.3% | +1.8% | +5.8% |
| 3Y | +69.7% | +49.6% | +20.1% | +47.5% |
| 5Y | +53.4% | -15.5% | +68.9% | +41.3% |
| All | +53.4% | -12.1% | +65.4% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling