+426.4%
AIVL vs VT
+374.2%
+52.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.7% | +0.4% | -1.2% | -1.1% |
| 30D | -0.9% | +1.0% | -1.9% | -1.8% |
| 3M | +5.9% | +2.4% | +3.5% | +3.6% |
| 6M | +9.7% | +12.0% | -2.3% | -0.5% |
| YTD | +17.1% | +15.3% | +1.8% | +3.6% |
| 1Y | +19.0% | +22.6% | -3.6% | -0.2% |
| 3Y | +50.3% | +74.7% | -24.4% | -6.9% |
| 5Y | +50.0% | +66.1% | -16.1% | -3.6% |
| 10Y | +124.6% | +225.0% | -100.4% | -16.6% |
| All | +426.4% | +374.2% | +52.2% | +50.6% |
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 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