+869.5%
AWI vs VT
+345.0%
+524.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | +1.3% |
| 7D | +3.0% | -4.2% | +7.2% | +7.5% |
| 30D | +3.7% | -5.8% | +9.5% | +9.9% |
| 3M | -8.2% | -5.2% | -2.9% | -3.2% |
| 6M | +4.4% | +0.1% | +4.2% | +3.7% |
| YTD | -10.0% | +8.2% | -18.3% | -17.6% |
| 1Y | -10.1% | +10.1% | -20.2% | -19.1% |
| 3Y | +116.6% | +69.7% | +47.0% | +25.0% |
| 5Y | +60.8% | +53.4% | +7.5% | +3.2% |
| 10Y | +402.8% | +219.2% | +183.6% | +55.4% |
| All | +869.5% | +345.0% | +524.5% | +120.3% |
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