-83.0%
AISP vs VT
+68.6%
-151.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.4% |
| 7D | -4.0% | +2.9% | -6.9% | -5.9% |
| 30D | -25.4% | -2.5% | -22.9% | -24.1% |
| 3M | -19.3% | -3.3% | -16.0% | -17.4% |
| 6M | -28.9% | +1.5% | -30.5% | -29.1% |
| YTD | -42.2% | +11.4% | -53.6% | -45.0% |
| 1Y | -57.3% | +11.9% | -69.2% | -59.3% |
| 3Y | -84.3% | +73.9% | -158.2% | -85.7% |
| 5Y | -82.8% | +57.9% | -140.7% | -84.3% |
| All | -83.0% | +68.6% | -151.6% | -84.5% |
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