+521.0%
AEIS vs VO
+197.9%
+323.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -2.7% |
| 7D | -0.2% | -2.5% | +2.3% | +3.9% |
| 30D | -16.4% | -3.2% | -13.2% | -11.7% |
| 3M | -11.1% | +3.9% | -15.1% | -15.4% |
| 6M | -12.0% | +9.6% | -21.7% | -22.4% |
| YTD | +30.9% | +11.6% | +19.3% | +13.0% |
| 1Y | +74.3% | +12.6% | +61.7% | +49.2% |
| 3Y | +165.2% | +55.4% | +109.8% | +45.5% |
| 5Y | +220.0% | +41.8% | +178.2% | +104.7% |
| All | +521.0% | +197.9% | +323.0% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling