-96.4%
AIFC vs VT
+215.5%
-311.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.0% | +5.9% |
| 7D | -32.0% | -2.3% | -29.7% | -28.6% |
| 30D | -61.4% | -5.0% | -56.4% | -57.8% |
| 3M | -58.5% | -4.9% | -53.7% | -54.8% |
| 6M | -82.1% | -1.5% | -80.6% | -81.3% |
| YTD | -84.5% | +8.5% | -93.0% | -85.5% |
| 1Y | -91.3% | +11.4% | -102.7% | -92.1% |
| 3Y | -45.2% | +70.1% | -115.2% | -68.9% |
| 5Y | -97.3% | +53.7% | -151.1% | -98.3% |
| All | -96.4% | +215.5% | -311.9% | -99.1% |
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