-99.9%
AIIO vs VT
+203.3%
-303.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +2.6% |
| 7D | -55.0% | -0.7% | -54.3% | -54.6% |
| 30D | -73.4% | -1.7% | -71.6% | -73.0% |
| 3M | -92.3% | -2.3% | -90.0% | -92.2% |
| 6M | -79.7% | +1.5% | -81.2% | -79.6% |
| YTD | -96.2% | +12.0% | -108.3% | -96.4% |
| 1Y | -98.0% | +12.9% | -110.9% | -98.1% |
| 3Y | -99.9% | +74.9% | -174.8% | -99.9% |
| 5Y | -99.9% | +59.9% | -159.8% | -99.9% |
| All | -99.9% | +203.3% | -303.2% | -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