-100.0%
AIXC vs VT
+224.9%
-324.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.9% | +10.4% | +9.6% |
| 7D | -11.5% | -0.7% | -10.8% | -11.4% |
| 30D | -56.2% | +12.7% | -68.9% | -58.3% |
| 3M | -56.2% | +12.7% | -68.9% | -58.3% |
| 6M | -56.2% | +12.7% | -68.9% | -58.3% |
| YTD | -56.2% | +12.7% | -68.9% | -58.3% |
| 1Y | -68.9% | +15.8% | -84.7% | -70.7% |
| 3Y | -97.4% | +76.3% | -173.7% | -98.0% |
| 5Y | -99.8% | +64.3% | -164.1% | -99.8% |
| All | -100.0% | +224.9% | -324.9% | -100.0% |
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