-64.2%
AIFC vs VT
+74.1%
-138.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.6% | +9.2% | +7.1% |
| 7D | -24.0% | +0.4% | -24.4% | -22.3% |
| 30D | -56.8% | -2.6% | -54.2% | -53.4% |
| 3M | -56.8% | -3.2% | -53.6% | -53.1% |
| 6M | -80.6% | +0.9% | -81.6% | -80.2% |
| YTD | -82.7% | +11.3% | -94.0% | -84.7% |
| 1Y | -91.0% | +14.0% | -105.0% | -92.3% |
| 3Y | -64.2% | +75.8% | -140.0% | -49.9% |
| All | -64.2% | +74.1% | -138.3% | -49.9% |
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