+352.4%
AA vs VICR
+12,032.4%
-11,680.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.5% | -7.6% | -3.2% |
| 7D | -0.7% | +0.4% | -1.1% | -0.9% |
| 30D | +5.0% | -13.9% | +18.9% | +7.6% |
| 3M | -35.8% | -38.4% | +2.6% | -30.8% |
| 6M | -18.4% | -7.2% | -11.2% | -21.5% |
| YTD | -5.5% | +72.0% | -77.5% | -20.4% |
| 1Y | +61.0% | +263.3% | -202.3% | +14.1% |
| 3Y | +66.2% | +173.3% | -107.0% | +17.6% |
| 5Y | +11.4% | +47.3% | -35.9% | -18.7% |
| 10Y | +116.9% | +1,495.2% | -1,378.3% | -8.7% |
| All | +352.4% | +12,032.4% | -11,680.1% | +24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling