+377.4%
VT vs AA
-32.2%
+409.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.5% |
| 7D | +0.4% | -0.7% | +1.1% | +0.6% |
| 30D | +1.0% | +5.0% | -4.0% | -0.5% |
| 3M | +2.4% | -35.8% | +38.2% | +13.1% |
| 6M | +12.0% | -18.4% | +30.4% | +15.3% |
| YTD | +15.3% | -5.5% | +20.8% | +13.6% |
| 1Y | +22.6% | +61.0% | -38.4% | +4.4% |
| 3Y | +74.7% | +66.2% | +8.5% | +38.5% |
| 5Y | +66.1% | +11.4% | +54.8% | +33.4% |
| 10Y | +225.0% | +116.9% | +108.1% | +70.2% |
| All | +377.4% | -32.2% | +409.6% | +182.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling