-100.0%
AIRE vs VT
+83.4%
-183.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | -1.4% |
| 7D | -6.8% | -0.7% | -6.1% | -5.4% |
| 30D | -65.1% | -1.7% | -63.3% | -63.6% |
| 3M | -74.6% | -2.3% | -72.3% | -73.1% |
| 6M | -84.1% | +1.5% | -85.7% | -84.3% |
| YTD | -96.3% | +12.0% | -108.4% | -97.0% |
| 1Y | -97.3% | +12.9% | -110.1% | -97.8% |
| 3Y | -99.7% | +74.9% | -174.6% | -100.0% |
| All | -100.0% | +83.4% | -183.3% | -100.0% |
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