-93.8%
AIFA vs VT
+159.7%
-253.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.6% |
| 7D | -10.8% | +2.4% | -13.2% | -12.8% |
| 30D | -16.5% | -1.5% | -15.0% | -15.4% |
| 3M | +21.6% | -4.1% | +25.8% | +26.8% |
| 6M | +58.2% | +0.6% | +57.6% | +59.0% |
| YTD | +50.5% | +11.0% | +39.5% | +39.7% |
| 1Y | +23.9% | +13.3% | +10.6% | +13.5% |
| 3Y | -30.6% | +73.4% | -104.0% | -55.3% |
| 5Y | -74.3% | +57.4% | -131.8% | -82.2% |
| All | -93.8% | +159.7% | -253.5% | -97.2% |
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