-98.8%
AIMD vs VT
+77.7%
-176.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.2% | +10.9% | +11.0% |
| 7D | +11.0% | -2.3% | +13.3% | +13.9% |
| 30D | -43.5% | -5.0% | -38.6% | -40.6% |
| 3M | -54.4% | -4.9% | -49.5% | -52.0% |
| 6M | -60.6% | -1.5% | -59.0% | -59.2% |
| YTD | -57.4% | +8.5% | -65.9% | -58.2% |
| 1Y | -76.1% | +11.4% | -87.4% | -76.7% |
| 3Y | -95.5% | +70.1% | -165.6% | -96.2% |
| 5Y | -99.5% | +53.7% | -153.3% | -99.5% |
| All | -98.8% | +77.7% | -176.5% | -99.2% |
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