+507.9%
AIZ vs VT
+374.2%
+133.7%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.3% | +0.4% | -0.1% | -0.1% |
| 30D | -5.0% | +1.0% | -5.9% | -5.9% |
| 3M | +14.3% | +2.4% | +11.9% | +10.9% |
| 6M | +24.0% | +12.0% | +12.0% | +9.6% |
| YTD | +19.9% | +15.3% | +4.6% | +2.6% |
| 1Y | +33.9% | +22.6% | +11.3% | +7.4% |
| 3Y | +113.7% | +74.7% | +39.0% | +18.2% |
| 5Y | +82.4% | +66.1% | +16.2% | +3.8% |
| 10Y | +283.4% | +225.0% | +58.4% | +4.5% |
| All | +507.9% | +374.2% | +133.7% | -12.6% |
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