-78.9%
AIFF vs VT
+223.7%
-302.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | +2.7% |
| 7D | -4.0% | +0.4% | -4.4% | -3.9% |
| 30D | -20.2% | -2.6% | -17.6% | -18.4% |
| 3M | -20.8% | -3.2% | -17.6% | -18.4% |
| 6M | -49.7% | +0.9% | -50.7% | -49.4% |
| YTD | +8.0% | +11.3% | -3.4% | +2.8% |
| 1Y | -41.7% | +14.0% | -55.7% | -45.2% |
| 3Y | -74.9% | +75.8% | -150.7% | -80.4% |
| 5Y | -99.0% | +57.8% | -156.8% | -99.2% |
| 10Y | -78.9% | +219.8% | -298.7% | -80.3% |
| All | -78.9% | +223.7% | -302.6% | -80.3% |
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 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