+100.3%
AEIS vs VLTO
+54.8%
+45.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.5% | +5.7% | +6.0% |
| 7D | -11.3% | +5.4% | -16.7% | -12.4% |
| 30D | -32.6% | +22.3% | -54.9% | -36.6% |
| 3M | -39.2% | +19.6% | -58.8% | -42.4% |
| 6M | -45.4% | +35.2% | -80.5% | -51.8% |
| YTD | -5.8% | +17.9% | -23.7% | -10.4% |
| 1Y | -10.0% | +19.5% | -29.5% | -15.4% |
| 3Y | +121.2% | +73.9% | +47.2% | +76.0% |
| All | +100.3% | +54.8% | +45.5% | +68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling