-99.8%
AIIO vs VT
+201.3%
-301.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +2.6% | -19.6% | -18.5% |
| 7D | -48.1% | +0.4% | -48.4% | -48.0% |
| 30D | -71.2% | -2.6% | -68.6% | -70.6% |
| 3M | -90.0% | -3.2% | -86.7% | -89.7% |
| 6M | -65.2% | +0.9% | -66.2% | -64.9% |
| YTD | -95.1% | +11.3% | -106.4% | -95.2% |
| 1Y | -97.1% | +14.0% | -111.1% | -97.2% |
| 3Y | -99.8% | +75.8% | -175.7% | -99.8% |
| 5Y | -99.9% | +57.8% | -157.7% | -99.9% |
| All | -99.8% | +201.3% | -301.2% | -99.9% |
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