+220.7%
AIA vs VT
+223.7%
-3.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +0.9% |
| 7D | -1.8% | +0.4% | -2.2% | -2.0% |
| 30D | -11.6% | -2.6% | -9.0% | -8.8% |
| 3M | -8.2% | -3.2% | -4.9% | -4.5% |
| 6M | -9.3% | +0.9% | -10.3% | -9.0% |
| YTD | +27.8% | +11.3% | +16.5% | +16.9% |
| 1Y | +30.7% | +14.0% | +16.7% | +16.6% |
| 3Y | +137.8% | +75.8% | +62.0% | +39.5% |
| 5Y | +74.7% | +57.8% | +16.9% | +13.9% |
| 10Y | +220.7% | +219.8% | +0.9% | +6.9% |
| All | +220.7% | +223.7% | -3.0% | +6.9% |
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