+120.8%
AIEQ vs VT
+159.4%
-38.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.1% |
| 7D | +2.7% | +2.4% | +0.3% | +0.1% |
| 30D | -2.7% | -1.5% | -1.2% | -1.1% |
| 3M | -6.4% | -4.1% | -2.3% | -2.1% |
| 6M | -2.0% | +0.6% | -2.5% | -2.8% |
| YTD | +6.7% | +11.0% | -4.3% | -5.3% |
| 1Y | +8.7% | +13.3% | -4.7% | -5.7% |
| 3Y | +63.0% | +73.4% | -10.4% | -10.1% |
| 5Y | +12.7% | +57.4% | -44.8% | -30.8% |
| All | +120.8% | +159.4% | -38.6% | -17.9% |
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