+172.0%
AIV vs VT
+346.0%
-174.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.2% |
| 7D | -1.3% | -2.3% | +1.0% | +1.7% |
| 30D | -11.9% | -5.0% | -7.0% | -6.2% |
| 3M | -41.5% | -4.9% | -36.6% | -37.9% |
| 6M | -47.5% | -1.5% | -46.0% | -47.0% |
| YTD | -50.0% | +8.5% | -58.5% | -55.6% |
| 1Y | -43.8% | +11.4% | -55.2% | -51.8% |
| 3Y | -27.8% | +70.1% | -97.8% | -64.7% |
| 5Y | -43.5% | +53.7% | -97.2% | -68.7% |
| 10Y | +16.2% | +220.0% | -203.7% | -76.6% |
| All | +172.0% | +346.0% | -174.1% | -64.2% |
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