-15.0%
AEIS vs VLTO
+1.3%
-16.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +1.3% |
| 7D | +3.0% | -2.3% | +5.2% | +1.3% |
| 30D | -14.6% | -0.9% | -13.8% | -14.9% |
| 3M | -12.4% | +13.8% | -26.3% | -7.5% |
| 6M | -15.0% | +2.0% | -17.0% | -5.9% |
| All | -15.0% | +1.3% | -16.3% | -5.9% |
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