+241.7%
AEIS vs VO
+43.2%
+198.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.7% |
| 7D | +8.1% | +0.6% | +7.5% | +7.0% |
| 30D | -11.1% | -1.1% | -10.1% | -9.4% |
| 3M | -5.6% | +4.5% | -10.2% | -11.2% |
| 6M | -0.6% | +11.1% | -11.7% | -14.3% |
| YTD | +38.0% | +13.5% | +24.5% | +15.7% |
| 1Y | +87.2% | +14.5% | +72.7% | +55.8% |
| 3Y | +179.7% | +58.1% | +121.6% | +53.0% |
| 5Y | +241.7% | +43.3% | +198.5% | +115.5% |
| All | +241.7% | +43.2% | +198.5% | +115.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling