+2.7%
AA vs VICR
+42.6%
-39.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.2% | -1.6% | -4.2% |
| 7D | -5.4% | -0.4% | -5.0% | -5.3% |
| 30D | -10.7% | -15.6% | +4.9% | -8.1% |
| 3M | -26.2% | -35.4% | +9.2% | -21.3% |
| 6M | -20.9% | +1.3% | -22.2% | -25.4% |
| YTD | -8.6% | +62.5% | -71.1% | -22.7% |
| 1Y | +57.4% | +255.5% | -198.1% | +11.2% |
| 3Y | +77.8% | +182.0% | -104.2% | +22.4% |
| 5Y | +2.7% | +42.9% | -40.2% | -25.7% |
| All | +2.7% | +42.6% | -39.9% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling