+280.6%
AIZ vs VT
+222.7%
+57.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.3% |
| 7D | -1.3% | -0.1% | -1.1% | -1.2% |
| 30D | -2.1% | -0.7% | -1.4% | -1.6% |
| 3M | +12.1% | +4.0% | +8.1% | +8.1% |
| 6M | +28.5% | +12.3% | +16.2% | +15.9% |
| YTD | +17.7% | +14.0% | +3.6% | +4.6% |
| 1Y | +34.8% | +20.3% | +14.5% | +14.2% |
| 3Y | +112.2% | +75.4% | +36.8% | +29.1% |
| 5Y | +79.5% | +66.0% | +13.6% | +13.6% |
| 10Y | +280.6% | +228.2% | +52.4% | +30.7% |
| All | +280.6% | +222.7% | +57.9% | +30.7% |
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