+220.0%
AEIS vs VSXY
+15.5%
+204.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.0% | -3.4% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | -16.4% | -22.1% | +5.6% | -12.0% |
| 3M | -11.1% | -1.1% | -10.0% | -12.2% |
| 6M | -12.0% | +53.8% | -65.9% | -23.8% |
| YTD | +30.9% | +35.5% | -4.6% | +15.9% |
| 1Y | +74.3% | +186.0% | -111.7% | +27.4% |
| 3Y | +165.2% | +343.2% | -178.0% | +59.4% |
| 5Y | +220.0% | +19.0% | +201.0% | +169.4% |
| All | +220.0% | +15.5% | +204.5% | +169.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling