-82.3%
AISP vs VT
+68.6%
-150.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.6% | -6.0% | -5.1% |
| 7D | -13.9% | +0.4% | -14.3% | -14.2% |
| 30D | -28.5% | -2.6% | -25.9% | -27.2% |
| 3M | -16.4% | -3.2% | -13.2% | -14.5% |
| 6M | -32.2% | +0.9% | -33.1% | -32.1% |
| YTD | -40.1% | +11.3% | -51.4% | -43.0% |
| 1Y | -59.5% | +14.0% | -73.5% | -61.7% |
| 3Y | -83.7% | +75.8% | -159.6% | -85.1% |
| 5Y | -82.2% | +57.8% | -140.1% | -83.8% |
| All | -82.3% | +68.6% | -150.9% | -84.0% |
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