+317.3%
AIVC vs VT
+221.4%
+95.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.3% |
| 7D | +3.5% | +1.0% | +2.5% | +2.2% |
| 30D | +1.5% | -0.2% | +1.8% | +1.9% |
| 3M | +0.2% | +4.5% | -4.3% | -4.5% |
| 6M | +64.5% | +14.1% | +50.4% | +42.2% |
| YTD | +66.2% | +14.8% | +51.5% | +43.2% |
| 1Y | +91.4% | +21.2% | +70.2% | +55.2% |
| 3Y | +207.6% | +76.6% | +131.1% | +65.7% |
| 5Y | +105.5% | +66.6% | +38.9% | +20.0% |
| 10Y | +317.3% | +222.3% | +95.0% | +32.6% |
| All | +317.3% | +221.4% | +95.8% | +32.6% |
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