+349.8%
AEIS vs VT
+223.7%
+126.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.6% | +8.7% | +6.6% |
| 7D | +1.0% | +0.4% | +0.6% | +0.7% |
| 30D | -24.0% | -2.6% | -21.4% | -19.5% |
| 3M | -32.5% | -3.2% | -29.3% | -27.4% |
| 6M | -38.6% | +0.9% | -39.5% | -37.4% |
| YTD | +4.8% | +11.3% | -6.5% | -9.1% |
| 1Y | +1.3% | +14.0% | -12.7% | -15.4% |
| 3Y | +159.2% | +75.8% | +83.4% | +10.0% |
| 5Y | +140.8% | +57.8% | +83.0% | +25.9% |
| 10Y | +349.8% | +219.8% | +130.0% | -20.1% |
| All | +349.8% | +223.7% | +126.1% | -20.1% |
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