-38.0%
AEIS vs VT
-0.2%
-37.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +1.7% | -12.9% | -15.1% |
| 7D | -12.7% | -0.3% | -12.4% | -10.8% |
| 30D | -28.8% | -1.4% | -27.4% | -24.8% |
| 3M | -38.0% | -1.4% | -36.6% | -34.6% |
| All | -38.0% | -0.2% | -37.8% | -34.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling