+222.6%
AIA vs VT
+217.6%
+4.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.5% |
| 7D | -3.0% | -0.1% | -2.8% | -2.7% |
| 30D | -12.5% | -3.1% | -9.4% | -9.2% |
| 3M | -8.6% | -3.5% | -5.2% | -4.7% |
| 6M | -10.2% | +0.5% | -10.7% | -9.4% |
| YTD | +26.5% | +10.8% | +15.8% | +16.3% |
| 1Y | +26.3% | +11.9% | +14.4% | +15.0% |
| 3Y | +133.5% | +73.0% | +60.6% | +39.3% |
| 5Y | +73.0% | +58.6% | +14.4% | +12.4% |
| 10Y | +222.6% | +219.2% | +3.4% | +8.9% |
| All | +222.6% | +217.6% | +4.9% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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