-100.0%
AIM vs VT
+374.2%
-474.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -11.5% | +0.4% | -12.0% | -11.7% |
| 30D | -17.9% | +1.0% | -18.8% | -18.1% |
| 3M | -61.0% | +2.4% | -63.4% | -61.3% |
| 6M | -66.7% | +12.0% | -78.7% | -67.9% |
| YTD | -79.0% | +15.3% | -94.4% | -80.0% |
| 1Y | -90.3% | +22.6% | -112.9% | -90.9% |
| 3Y | -99.6% | +74.7% | -174.3% | -99.7% |
| 5Y | -99.9% | +66.1% | -166.0% | -99.9% |
| 10Y | -100.0% | +225.0% | -325.0% | -100.0% |
| All | -100.0% | +374.2% | -474.2% | -100.0% |
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