-93.6%
AIFA vs VT
+159.1%
-252.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.4% |
| 7D | -8.8% | -0.1% | -8.7% | -9.0% |
| 30D | -35.2% | -3.1% | -32.2% | -33.3% |
| 3M | +74.4% | -3.5% | +77.9% | +80.4% |
| 6M | +36.3% | +0.5% | +35.8% | +37.1% |
| YTD | +56.5% | +10.8% | +45.7% | +45.4% |
| 1Y | +16.4% | +11.9% | +4.5% | +7.8% |
| 3Y | -27.2% | +73.0% | -100.1% | -53.0% |
| 5Y | -72.2% | +58.6% | -130.9% | -80.9% |
| All | -93.6% | +159.1% | -252.7% | -97.1% |
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