+177.9%
AEIS vs VYM
+65.1%
+112.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.3% | +3.5% |
| 7D | +2.3% | -0.8% | +3.1% | +4.1% |
| 30D | -14.8% | -2.2% | -12.6% | -10.6% |
| 3M | -15.6% | +3.1% | -18.7% | -20.7% |
| 6M | -8.7% | +9.7% | -18.4% | -24.3% |
| YTD | +37.3% | +14.9% | +22.4% | +4.3% |
| 1Y | +80.3% | +17.6% | +62.8% | +31.2% |
| 3Y | +177.9% | +65.3% | +112.6% | +4.9% |
| All | +177.9% | +65.1% | +112.9% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling