-76.5%
AIFF vs VT
+374.2%
-450.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +4.6% | +0.4% | +4.2% | +4.5% |
| 30D | -1.7% | +1.0% | -2.7% | -2.0% |
| 3M | -33.9% | +2.4% | -36.3% | -34.4% |
| 6M | -27.1% | +12.0% | -39.1% | -30.0% |
| YTD | +28.4% | +15.3% | +13.1% | +22.4% |
| 1Y | -57.8% | +22.6% | -80.4% | -60.5% |
| 3Y | -88.6% | +74.7% | -163.3% | -90.3% |
| 5Y | -98.8% | +66.1% | -164.9% | -98.9% |
| 10Y | -76.5% | +225.0% | -301.5% | -82.7% |
| All | -76.5% | +374.2% | -450.6% | -80.5% |
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