-96.1%
AIFC vs VT
+224.4%
-320.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.4% | +4.0% |
| 7D | -17.4% | -0.7% | -16.7% | -14.7% |
| 30D | -54.8% | -1.7% | -53.0% | -52.5% |
| 3M | -54.8% | -2.3% | -52.5% | -52.3% |
| 6M | -79.6% | +1.5% | -81.1% | -79.4% |
| YTD | -82.7% | +12.0% | -94.8% | -84.5% |
| 1Y | -91.0% | +12.9% | -103.8% | -91.9% |
| 3Y | -64.8% | +74.9% | -139.8% | -80.7% |
| 5Y | -96.8% | +59.9% | -156.7% | -98.0% |
| 10Y | -96.1% | +224.6% | -320.7% | -99.2% |
| All | -96.1% | +224.4% | -320.5% | -99.2% |
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