-97.4%
AIFC vs VT
+53.4%
-150.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.0% | +5.9% |
| 7D | -32.0% | -2.3% | -29.7% | -27.9% |
| 30D | -61.4% | -5.0% | -56.4% | -57.1% |
| 3M | -58.5% | -4.9% | -53.7% | -54.2% |
| 6M | -82.1% | -1.5% | -80.6% | -81.1% |
| YTD | -84.5% | +8.5% | -93.0% | -85.7% |
| 1Y | -91.3% | +11.4% | -102.7% | -92.2% |
| 3Y | -45.2% | +70.1% | -115.2% | -70.7% |
| All | -97.4% | +53.4% | -150.8% | -98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling