-100.0%
AIXC vs VT
+221.5%
-321.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -9.5% | +0.4% | -9.9% | -9.8% |
| 30D | -8.0% | +1.0% | -9.0% | -8.9% |
| 3M | -45.0% | +2.4% | -47.4% | -45.6% |
| 6M | -37.0% | +12.0% | -49.0% | -40.6% |
| YTD | -69.7% | +15.3% | -85.0% | -71.7% |
| 1Y | -57.5% | +22.6% | -80.1% | -61.6% |
| 3Y | -98.6% | +74.7% | -173.3% | -98.9% |
| 5Y | -99.9% | +66.1% | -166.1% | -99.9% |
| 10Y | -100.0% | +225.0% | -325.0% | -100.0% |
| All | -100.0% | +221.5% | -321.5% | -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 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