+92.4%
AIN vs VT
+215.5%
-123.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.1% |
| 7D | +0.4% | -2.3% | +2.7% | +3.2% |
| 30D | +13.3% | -5.0% | +18.3% | +20.2% |
| 3M | +10.4% | -4.9% | +15.2% | +17.0% |
| 6M | +11.7% | -1.5% | +13.2% | +13.0% |
| YTD | +34.7% | +8.5% | +26.2% | +21.8% |
| 1Y | +27.1% | +11.4% | +15.8% | +11.4% |
| 3Y | -19.4% | +70.1% | -89.5% | -56.1% |
| 5Y | -18.5% | +53.7% | -72.2% | -49.9% |
| All | +92.4% | +215.5% | -123.2% | -43.3% |
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