-45.4%
AEIS vs VLTO
+32.8%
-78.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.5% | +5.7% | +6.6% |
| 7D | -11.3% | +5.4% | -16.7% | -6.0% |
| 30D | -32.6% | +22.3% | -54.9% | -15.0% |
| 3M | -39.2% | +19.6% | -58.8% | -24.5% |
| 6M | -45.4% | +35.2% | -80.5% | -23.4% |
| All | -45.4% | +32.8% | -78.2% | -23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling