+551.6%
AEIS vs VICR
+1,679.8%
-1,128.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +11.2% | -6.2% | +1.2% |
| 7D | +2.3% | +5.0% | -2.7% | +0.5% |
| 30D | -14.8% | -12.5% | -2.3% | -11.1% |
| 3M | -15.6% | -33.6% | +18.0% | -4.0% |
| 6M | -8.7% | +10.7% | -19.4% | -15.1% |
| YTD | +37.3% | +80.6% | -43.2% | +8.2% |
| 1Y | +80.3% | +288.4% | -208.0% | +8.4% |
| 3Y | +177.9% | +213.8% | -35.9% | +63.0% |
| 5Y | +235.8% | +58.8% | +177.0% | +115.0% |
| All | +551.6% | +1,679.8% | -1,128.1% | +104.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling