-83.6%
AISP vs VT
+57.0%
-140.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.0% |
| 7D | -10.6% | +2.4% | -13.0% | -12.1% |
| 30D | -23.8% | -1.5% | -22.3% | -22.9% |
| 3M | -17.5% | -4.1% | -13.4% | -15.0% |
| 6M | -35.2% | +0.6% | -35.8% | -35.0% |
| YTD | -44.6% | +11.0% | -55.7% | -47.3% |
| 1Y | -55.2% | +13.3% | -68.5% | -57.7% |
| 3Y | -85.0% | +73.4% | -158.4% | -86.3% |
| All | -83.6% | +57.0% | -140.6% | -85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling