+87.4%
AEIS vs VCLT
-0.4%
+87.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.2% |
| 7D | +3.0% | -0.5% | +3.5% | +3.8% |
| 30D | -14.6% | -0.9% | -13.8% | -13.2% |
| 3M | -12.4% | -3.2% | -9.2% | -7.1% |
| 6M | -15.0% | -3.8% | -11.1% | -9.5% |
| YTD | +34.3% | -2.0% | +36.3% | +39.8% |
| 1Y | +87.4% | -0.8% | +88.2% | +95.5% |
| All | +87.4% | -0.4% | +87.8% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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