-99.2%
AIMD vs VT
+81.4%
-180.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.5% | -21.4% | -21.4% |
| 7D | -24.4% | -0.1% | -24.2% | -23.9% |
| 30D | -61.2% | -3.1% | -58.2% | -60.0% |
| 3M | -67.2% | -3.5% | -63.7% | -66.0% |
| 6M | -72.4% | +0.5% | -72.9% | -72.0% |
| YTD | -71.4% | +10.8% | -82.2% | -72.4% |
| 1Y | -83.2% | +11.9% | -95.1% | -83.9% |
| 3Y | -97.1% | +73.0% | -170.0% | -97.6% |
| 5Y | -99.8% | +58.6% | -158.4% | -99.8% |
| All | -99.2% | +81.4% | -180.6% | -99.5% |
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