+123.0%
AEIS vs VLTO
+56.1%
+66.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.8% | +10.5% | +11.1% |
| 7D | +1.0% | +2.0% | -1.1% | +0.5% |
| 30D | -24.0% | +21.8% | -45.8% | -28.4% |
| 3M | -32.5% | +20.2% | -52.7% | -36.2% |
| 6M | -38.6% | +36.3% | -74.9% | -45.8% |
| YTD | +4.8% | +18.8% | -14.0% | -0.5% |
| 1Y | +1.3% | +20.4% | -19.1% | -4.9% |
| 3Y | +159.2% | +71.9% | +87.3% | +108.0% |
| All | +123.0% | +56.1% | +66.9% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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