+269.9%
AIVC vs VT
+241.1%
+28.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.6% |
| 7D | -11.5% | -2.3% | -9.2% | -8.7% |
| 30D | -25.2% | -5.0% | -20.2% | -19.8% |
| 3M | -17.0% | -4.9% | -12.2% | -11.1% |
| 6M | -9.6% | -1.5% | -8.0% | -6.1% |
| YTD | +32.4% | +8.5% | +23.9% | +23.2% |
| 1Y | +29.2% | +11.4% | +17.9% | +16.8% |
| 3Y | +163.3% | +70.1% | +93.2% | +50.4% |
| 5Y | +66.4% | +53.7% | +12.7% | +7.7% |
| 10Y | +278.3% | +220.0% | +58.3% | +21.4% |
| All | +269.9% | +241.1% | +28.7% | +14.4% |
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