+1,268.1%
AEIS vs VT
+345.0%
+923.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -4.1% | -8.2% | -6.3% |
| 7D | -22.6% | -4.2% | -18.4% | -17.4% |
| 30D | -38.7% | -5.8% | -32.9% | -32.6% |
| 3M | -43.6% | -5.2% | -38.3% | -38.4% |
| 6M | -46.2% | +0.1% | -46.4% | -44.7% |
| YTD | -11.2% | +8.2% | -19.5% | -17.5% |
| 1Y | -17.7% | +10.1% | -27.8% | -25.1% |
| 3Y | +104.1% | +69.7% | +34.4% | +7.8% |
| 5Y | +98.5% | +53.4% | +45.1% | +23.6% |
| 10Y | +302.0% | +219.2% | +82.8% | +9.4% |
| All | +1,268.1% | +345.0% | +923.1% | +159.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling