+183.2%
AEIS vs VSXY
+37.5%
+145.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.1% | +1.9% | +4.3% |
| 7D | +2.3% | +0.1% | +2.1% | +2.3% |
| 30D | -14.8% | -18.7% | +3.9% | -11.4% |
| 3M | -15.6% | -4.0% | -11.6% | -16.0% |
| 6M | -8.7% | +67.5% | -76.2% | -21.5% |
| YTD | +37.3% | +39.7% | -2.3% | +22.0% |
| 1Y | +80.3% | +180.0% | -99.6% | +36.1% |
| 3Y | +177.9% | +337.3% | -159.3% | +77.3% |
| 5Y | +235.8% | +22.7% | +213.2% | +157.7% |
| All | +183.2% | +37.5% | +145.7% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling