+220.0%
AEIS vs VICR
+42.6%
+177.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -1.0% | -3.2% |
| 7D | -0.2% | -0.4% | +0.2% | -0.1% |
| 30D | -16.4% | -15.6% | -0.8% | -12.0% |
| 3M | -11.1% | -35.4% | +24.2% | +1.2% |
| 6M | -12.0% | +1.3% | -13.3% | -14.6% |
| YTD | +30.9% | +62.5% | -31.6% | +10.9% |
| 1Y | +74.3% | +255.5% | -181.1% | +16.9% |
| 3Y | +165.2% | +182.0% | -16.8% | +74.5% |
| 5Y | +220.0% | +42.9% | +177.1% | +116.6% |
| All | +220.0% | +42.6% | +177.4% | +116.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling