+126.5%
AIEQ vs VT
+164.1%
-37.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | +0.3% |
| 7D | -3.0% | -2.0% | -1.0% | -0.8% |
| 30D | -3.1% | -1.4% | -1.6% | -1.5% |
| 3M | +2.6% | +4.7% | -2.1% | -2.6% |
| 6M | +9.9% | +11.4% | -1.4% | -2.6% |
| YTD | +9.4% | +13.1% | -3.6% | -4.7% |
| 1Y | +12.4% | +19.0% | -6.6% | -7.6% |
| 3Y | +61.9% | +73.9% | -12.0% | -11.0% |
| 5Y | +20.0% | +65.4% | -45.4% | -29.9% |
| All | +126.5% | +164.1% | -37.6% | -17.4% |
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