+8.5%
AEIS vs VLTO
+21.9%
-13.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -3.7% |
| 7D | +11.5% | +1.0% | +10.5% | +12.0% |
| 30D | -15.8% | +17.5% | -33.2% | -8.9% |
| 3M | -33.3% | +21.4% | -54.7% | -26.9% |
| 6M | -35.2% | +38.1% | -73.3% | -28.5% |
| YTD | +5.0% | +19.0% | -14.0% | +20.5% |
| 1Y | +8.5% | +20.7% | -12.2% | +24.5% |
| All | +8.5% | +21.9% | -13.4% | +24.5% |
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