+306.8%
AEIS vs VT
+215.5%
+91.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.9% | +5.7% |
| 7D | -11.3% | -2.3% | -9.0% | -7.3% |
| 30D | -32.6% | -5.0% | -27.6% | -25.5% |
| 3M | -39.2% | -4.9% | -34.3% | -32.7% |
| 6M | -45.4% | -1.5% | -43.8% | -41.9% |
| YTD | -5.8% | +8.5% | -14.3% | -14.8% |
| 1Y | -10.0% | +11.4% | -21.4% | -21.9% |
| 3Y | +121.2% | +70.1% | +51.1% | -0.8% |
| 5Y | +110.6% | +53.7% | +56.9% | +15.1% |
| All | +306.8% | +215.5% | +91.3% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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