-98.4%
AIFC vs VT
+374.2%
-472.6%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.7% |
| 7D | -5.1% | +0.4% | -5.5% | -5.4% |
| 30D | +33.3% | +1.0% | +32.4% | +32.4% |
| 3M | -22.2% | +2.4% | -24.6% | -23.3% |
| 6M | -63.6% | +12.0% | -75.6% | -66.5% |
| YTD | -49.1% | +15.3% | -64.4% | -53.8% |
| 1Y | -85.5% | +22.6% | -108.1% | -87.4% |
| 3Y | 0.0% | +74.7% | -74.7% | -31.0% |
| 5Y | -91.9% | +66.1% | -158.0% | -94.1% |
| 10Y | -89.5% | +225.0% | -314.5% | -94.6% |
| All | -98.4% | +374.2% | -472.6% | -99.3% |
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 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