-29.3%
AIIR vs VT
+25.2%
-54.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.3% |
| 7D | -0.7% | +0.4% | -1.0% | -0.6% |
| 30D | -0.3% | -2.6% | +2.3% | -0.6% |
| 3M | +19.7% | -3.2% | +22.9% | +19.1% |
| 6M | -32.4% | +0.9% | -33.3% | -31.9% |
| YTD | -27.3% | +11.3% | -38.6% | -26.5% |
| 1Y | -27.5% | +14.0% | -41.5% | -26.6% |
| All | -29.3% | +25.2% | -54.5% | -27.3% |
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