+66.8%
AA vs VICR
+336.6%
-269.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.7% | -1.0% |
| 7D | +0.5% | +8.3% | -7.8% | -1.2% |
| 30D | -0.6% | -35.2% | +34.6% | +7.3% |
| 3M | -19.7% | -29.8% | +10.2% | -16.3% |
| 6M | -41.6% | -48.6% | +7.0% | -36.5% |
| YTD | -24.6% | +45.1% | -69.8% | -40.0% |
| 1Y | +4.9% | +79.6% | -74.7% | -20.9% |
| 3Y | +66.8% | +335.4% | -268.6% | -19.9% |
| All | +66.8% | +336.6% | -269.8% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling