+521.0%
AEIS vs VCLT
+17.0%
+503.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -3.0% | -3.2% |
| 7D | -0.2% | -1.3% | +1.1% | +0.8% |
| 30D | -16.4% | -1.1% | -15.3% | -15.8% |
| 3M | -11.1% | -3.7% | -7.5% | -8.4% |
| 6M | -12.0% | -4.0% | -8.0% | -9.0% |
| YTD | +30.9% | -3.4% | +34.3% | +35.0% |
| 1Y | +74.3% | -4.1% | +78.5% | +80.8% |
| 3Y | +165.2% | +11.0% | +154.2% | +147.6% |
| 5Y | +220.0% | -17.0% | +237.0% | +261.8% |
| All | +521.0% | +17.0% | +503.9% | +531.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling