-34.4%
AIRG vs VT
+226.1%
-260.4%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.7% | +0.4% | +1.3% | +1.3% |
| 30D | -8.2% | +1.0% | -9.2% | -9.1% |
| 3M | -27.3% | +2.4% | -29.7% | -29.1% |
| 6M | +27.1% | +12.0% | +15.1% | +12.1% |
| YTD | +29.3% | +15.3% | +14.0% | +10.5% |
| 1Y | +23.5% | +22.6% | +0.9% | -1.5% |
| 3Y | +5.4% | +74.7% | -69.2% | -43.7% |
| 5Y | -63.1% | +66.1% | -129.2% | -79.1% |
| 10Y | -54.6% | +225.0% | -279.6% | -92.9% |
| All | -34.4% | +226.1% | -260.4% | -89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling