+16.0%
AA vs VICR
+76.0%
-60.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -11.1% | +13.9% | +4.6% |
| 7D | +0.9% | -26.6% | +27.5% | +5.9% |
| 30D | -6.4% | -47.9% | +41.5% | +3.5% |
| 3M | -13.0% | -29.8% | +16.8% | -10.0% |
| 6M | -34.6% | -36.6% | +2.0% | -33.6% |
| YTD | -23.0% | +45.1% | -68.2% | -46.2% |
| 1Y | +16.0% | +80.0% | -64.0% | -26.9% |
| All | +16.0% | +76.0% | -60.0% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling