+367.2%
AIZ vs VT
+217.6%
+149.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +1.9% |
| 7D | +8.8% | -0.1% | +8.9% | +8.8% |
| 30D | +20.9% | -3.1% | +23.9% | +23.7% |
| 3M | +12.5% | -3.5% | +16.0% | +15.4% |
| 6M | +35.3% | +0.5% | +34.8% | +33.6% |
| YTD | +35.2% | +10.8% | +24.4% | +22.6% |
| 1Y | +44.6% | +11.9% | +32.7% | +29.8% |
| 3Y | +106.8% | +73.0% | +33.9% | +26.8% |
| 5Y | +119.4% | +58.6% | +60.8% | +43.9% |
| 10Y | +367.2% | +219.2% | +148.0% | +62.7% |
| All | +367.2% | +217.6% | +149.6% | +62.7% |
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