-99.5%
AIFC vs VT
+345.0%
-444.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -30.4% | -4.1% | -26.4% | -27.2% |
| 7D | -42.9% | -4.2% | -38.7% | -40.1% |
| 30D | -64.4% | -5.8% | -58.6% | -62.2% |
| 3M | -61.9% | -5.2% | -56.7% | -59.7% |
| 6M | -80.5% | +0.1% | -80.6% | -80.1% |
| YTD | -85.5% | +8.2% | -93.7% | -86.0% |
| 1Y | -92.3% | +10.1% | -102.4% | -92.6% |
| 3Y | -48.4% | +69.7% | -118.0% | -63.0% |
| 5Y | -97.5% | +53.4% | -150.9% | -98.0% |
| 10Y | -96.7% | +219.2% | -315.9% | -98.2% |
| All | -99.5% | +345.0% | -444.5% | -99.8% |
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