+92.4%
AIN vs VT
+223.7%
-131.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.6% | +1.5% | +1.0% |
| 7D | -4.7% | +0.4% | -5.1% | -5.0% |
| 30D | +13.3% | -2.6% | +15.9% | +16.8% |
| 3M | +12.2% | -3.2% | +15.4% | +16.6% |
| 6M | +13.0% | +0.9% | +12.0% | +11.2% |
| YTD | +40.1% | +11.3% | +28.8% | +23.0% |
| 1Y | +48.1% | +14.0% | +34.1% | +26.3% |
| 3Y | -11.6% | +75.8% | -87.5% | -53.6% |
| 5Y | -14.7% | +57.8% | -72.5% | -49.2% |
| 10Y | +92.4% | +219.8% | -127.4% | -45.1% |
| All | +92.4% | +223.7% | -131.3% | -45.1% |
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