+2,846.6%
AEIS vs VICR
+1,076.7%
+1,769.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.3% | +1.9% |
| 7D | +8.1% | +9.8% | -1.7% | +4.7% |
| 30D | -11.1% | -12.6% | +1.5% | -7.0% |
| 3M | -5.6% | -29.7% | +24.0% | +5.8% |
| 6M | -0.6% | +18.8% | -19.5% | -10.2% |
| YTD | +38.0% | +76.4% | -38.4% | +8.1% |
| 1Y | +87.2% | +282.4% | -195.1% | +9.8% |
| 3Y | +179.7% | +206.2% | -26.5% | +60.4% |
| 5Y | +241.7% | +53.9% | +187.8% | +111.3% |
| 10Y | +547.2% | +1,572.3% | -1,025.1% | +55.6% |
| All | +2,846.6% | +1,076.7% | +1,769.9% | +353.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling