-44.4%
AIFA vs VT
+75.0%
-119.4%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +12.4% | +0.4% | +12.0% | +11.8% |
| 30D | +87.6% | +1.0% | +86.6% | +85.3% |
| 3M | +31.8% | +2.4% | +29.4% | +28.6% |
| 6M | +61.6% | +12.0% | +49.6% | +44.2% |
| YTD | +34.8% | +15.3% | +19.4% | +16.6% |
| 1Y | -48.2% | +22.6% | -70.8% | -57.6% |
| All | -44.4% | +75.0% | -119.4% | -71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling