+5.5%
VT vs AA
-34.7%
+40.2%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +1.3% |
| 7D | -0.3% | +0.9% | -1.2% | -0.4% |
| 30D | -1.4% | -6.4% | +5.0% | -0.7% |
| 3M | -1.4% | -13.0% | +11.6% | -0.1% |
| 6M | +5.5% | -34.6% | +40.1% | +12.1% |
| All | +5.5% | -34.7% | +40.2% | +12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling