+24.7%
AIP vs VT
+64.7%
-40.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | -0.7% |
| 7D | +6.2% | -1.1% | +7.3% | +8.7% |
| 30D | -19.5% | -1.0% | -18.5% | -17.6% |
| 3M | -39.2% | +3.2% | -42.3% | -42.1% |
| 6M | +45.3% | +12.5% | +32.8% | +18.2% |
| YTD | +46.4% | +14.1% | +32.3% | +17.1% |
| 1Y | +154.1% | +18.9% | +135.2% | +91.4% |
| 3Y | +215.1% | +74.1% | +141.1% | +27.3% |
| All | +24.7% | +64.7% | -40.0% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling