+177.9%
AEIS vs VICR
+209.3%
-31.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +11.2% | -6.2% | +1.0% |
| 7D | +2.3% | +5.0% | -2.7% | +0.4% |
| 30D | -14.8% | -12.5% | -2.3% | -10.8% |
| 3M | -15.6% | -33.6% | +18.0% | -3.5% |
| 6M | -8.7% | +10.7% | -19.4% | -15.0% |
| YTD | +37.3% | +80.6% | -43.2% | +8.8% |
| 1Y | +80.3% | +288.4% | -208.0% | +9.4% |
| 3Y | +177.9% | +213.8% | -35.9% | +60.1% |
| All | +177.9% | +209.3% | -31.3% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling