+349.2%
AIV vs VT
+374.2%
-25.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +0.4% | +0.4% | -0.1% | -0.2% |
| 30D | -3.4% | +1.0% | -4.4% | -4.6% |
| 3M | -16.3% | +2.4% | -18.7% | -19.4% |
| 6M | -14.9% | +12.0% | -26.9% | -27.1% |
| YTD | -17.5% | +15.3% | -32.8% | -32.0% |
| 1Y | -12.1% | +22.6% | -34.7% | -33.3% |
| 3Y | -4.8% | +74.7% | -79.5% | -54.9% |
| 5Y | -0.8% | +66.1% | -66.9% | -50.1% |
| 10Y | +85.7% | +225.0% | -139.3% | -63.1% |
| All | +349.2% | +374.2% | -25.0% | -45.2% |
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