+335.2%
AEIS vs VIG
+262.6%
+72.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +11.5% | +3.5% | +8.0% | +5.7% |
| 30D | -15.8% | +4.9% | -20.7% | -22.2% |
| 3M | -33.3% | +2.5% | -35.8% | -36.1% |
| 6M | -35.2% | +11.0% | -46.2% | -45.3% |
| YTD | +5.0% | +16.0% | -10.9% | -17.0% |
| 1Y | +8.5% | +17.5% | -9.1% | -16.0% |
| 3Y | +152.9% | +67.0% | +85.9% | +16.6% |
| 5Y | +144.6% | +64.8% | +79.8% | +18.0% |
| All | +335.2% | +262.6% | +72.5% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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