+400.1%
AWI vs VT
+215.5%
+184.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.2% |
| 7D | +3.2% | -2.3% | +5.5% | +5.7% |
| 30D | +5.7% | -5.0% | +10.7% | +11.3% |
| 3M | -6.7% | -4.9% | -1.8% | -1.9% |
| 6M | +3.6% | -1.5% | +5.2% | +4.8% |
| YTD | -9.7% | +8.5% | -18.2% | -17.9% |
| 1Y | -7.7% | +11.4% | -19.1% | -18.5% |
| 3Y | +119.8% | +70.1% | +49.8% | +22.8% |
| 5Y | +61.5% | +53.7% | +7.8% | +1.2% |
| All | +400.1% | +215.5% | +184.6% | +45.0% |
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