+147.0%
AIO vs VT
+126.8%
+20.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.4% |
| 7D | -5.7% | -2.3% | -3.4% | -3.3% |
| 30D | -11.1% | -5.0% | -6.2% | -6.0% |
| 3M | -11.9% | -4.9% | -7.0% | -6.9% |
| 6M | -9.1% | -1.5% | -7.5% | -7.3% |
| YTD | +10.6% | +8.5% | +2.1% | +1.7% |
| 1Y | +7.1% | +11.4% | -4.3% | -4.2% |
| 3Y | +84.7% | +70.1% | +14.7% | +5.6% |
| 5Y | +47.9% | +53.7% | -5.8% | -5.3% |
| All | +147.0% | +126.8% | +20.2% | +2.1% |
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