-93.1%
AIFA vs VT
+153.1%
-246.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +5.9% | +5.6% |
| 7D | -14.6% | -4.2% | -10.4% | -11.3% |
| 30D | -48.1% | -5.8% | -42.3% | -45.1% |
| 3M | +135.5% | -5.2% | +140.7% | +148.4% |
| 6M | +25.2% | +0.1% | +25.0% | +26.4% |
| YTD | +69.2% | +8.2% | +61.0% | +60.9% |
| 1Y | +17.2% | +10.1% | +7.1% | +10.3% |
| 3Y | -26.3% | +69.7% | -96.0% | -51.5% |
| 5Y | -66.2% | +53.4% | -119.5% | -75.9% |
| All | -93.1% | +153.1% | -246.2% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling