+151.3%
AIRT vs VT
+224.4%
-73.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.1% |
| 7D | +4.2% | -0.7% | +4.9% | +4.6% |
| 30D | -2.4% | -1.7% | -0.7% | -1.3% |
| 3M | -5.1% | -2.3% | -2.8% | -3.7% |
| 6M | +40.6% | +1.5% | +39.1% | +39.2% |
| YTD | +56.5% | +12.0% | +44.5% | +45.2% |
| 1Y | +42.0% | +12.9% | +29.1% | +31.0% |
| 3Y | +32.6% | +74.9% | -42.4% | -10.9% |
| 5Y | +0.9% | +59.9% | -59.0% | -28.0% |
| 10Y | +151.3% | +224.6% | -73.4% | +0.7% |
| All | +151.3% | +224.4% | -73.1% | +0.7% |
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