+551.6%
AEIS vs VYM
+209.2%
+342.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.3% | +3.8% |
| 7D | +2.3% | -0.8% | +3.1% | +3.6% |
| 30D | -14.8% | -2.2% | -12.6% | -11.7% |
| 3M | -15.6% | +3.1% | -18.7% | -19.4% |
| 6M | -8.7% | +9.7% | -18.4% | -20.5% |
| YTD | +37.3% | +14.9% | +22.4% | +11.7% |
| 1Y | +80.3% | +17.6% | +62.8% | +42.2% |
| 3Y | +177.9% | +65.3% | +112.6% | +35.3% |
| 5Y | +235.8% | +78.7% | +157.1% | +48.0% |
| All | +551.6% | +209.2% | +342.5% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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