+0.1%
AEIS vs VLTO
+20.2%
-20.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.8% | +10.5% | +11.7% |
| 7D | +1.0% | +2.0% | -1.1% | +1.9% |
| 30D | -24.0% | +21.8% | -45.8% | -16.9% |
| 3M | -32.5% | +20.2% | -52.7% | -26.1% |
| 6M | -38.6% | +36.3% | -74.9% | -31.9% |
| YTD | +4.8% | +18.8% | -14.0% | +20.0% |
| All | +0.1% | +20.2% | -20.1% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling