+386.8%
AWI vs VT
+217.6%
+169.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.7% |
| 7D | +3.7% | -0.1% | +3.8% | +3.8% |
| 30D | +9.6% | -3.1% | +12.6% | +13.1% |
| 3M | -3.3% | -3.5% | +0.2% | +0.3% |
| 6M | +10.1% | +0.5% | +9.6% | +9.1% |
| YTD | -6.6% | +10.8% | -17.4% | -16.9% |
| 1Y | -5.2% | +11.9% | -17.1% | -16.6% |
| 3Y | +124.2% | +73.0% | +51.2% | +23.1% |
| 5Y | +65.4% | +58.6% | +6.8% | +0.3% |
| 10Y | +386.8% | +219.2% | +167.6% | +38.1% |
| All | +386.8% | +217.6% | +169.2% | +38.1% |
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