+588.0%
AIZ vs VT
+360.7%
+227.3%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | -0.7% |
| 7D | +4.8% | -0.7% | +5.5% | +5.4% |
| 30D | +20.4% | -1.7% | +22.1% | +22.2% |
| 3M | +15.3% | -2.3% | +17.6% | +17.5% |
| 6M | +33.3% | +1.5% | +31.8% | +29.8% |
| YTD | +35.7% | +12.0% | +23.6% | +19.1% |
| 1Y | +45.5% | +12.9% | +32.6% | +26.6% |
| 3Y | +107.6% | +74.9% | +32.7% | +14.3% |
| 5Y | +119.2% | +59.9% | +59.3% | +29.3% |
| 10Y | +371.8% | +224.6% | +147.2% | +28.2% |
| All | +588.0% | +360.7% | +227.3% | +1.5% |
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