+237.1%
AEIS vs VCLT
-15.5%
+252.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -0.9% |
| 7D | +6.5% | 0.0% | +6.4% | +6.5% |
| 30D | -9.2% | +0.1% | -9.3% | -9.4% |
| 3M | -8.3% | -2.9% | -5.5% | -6.1% |
| 6M | -6.3% | -4.0% | -2.4% | -3.1% |
| YTD | +36.5% | -2.2% | +38.8% | +39.6% |
| 1Y | +84.8% | -2.6% | +87.4% | +89.4% |
| 3Y | +176.6% | +12.3% | +164.3% | +157.0% |
| 5Y | +237.1% | -16.4% | +253.5% | +218.6% |
| All | +237.1% | -15.5% | +252.6% | +218.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling