-99.9%
AIIO vs VT
+199.9%
-299.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -25.8% | -0.5% | -25.3% | -25.5% |
| 7D | -59.8% | -0.1% | -59.6% | -59.6% |
| 30D | -78.7% | -3.1% | -75.6% | -78.1% |
| 3M | -93.0% | -3.5% | -89.5% | -92.8% |
| 6M | -74.2% | +0.5% | -74.6% | -73.9% |
| YTD | -96.4% | +10.8% | -107.1% | -96.4% |
| 1Y | -98.4% | +11.9% | -110.3% | -98.4% |
| 3Y | -99.9% | +73.0% | -172.8% | -99.9% |
| 5Y | -99.9% | +58.6% | -158.5% | -99.9% |
| All | -99.9% | +199.9% | -299.8% | -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