+231.8%
AEIS vs VYM
+77.5%
+154.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.3% | +3.7% |
| 7D | +2.3% | -0.8% | +3.1% | +3.8% |
| 30D | -14.8% | -2.2% | -12.6% | -11.3% |
| 3M | -15.6% | +3.1% | -18.7% | -19.9% |
| 6M | -8.7% | +9.7% | -18.4% | -21.9% |
| YTD | +37.3% | +14.9% | +22.4% | +9.1% |
| 1Y | +80.3% | +17.6% | +62.8% | +38.3% |
| 3Y | +177.9% | +65.3% | +112.6% | +28.1% |
| All | +231.8% | +77.5% | +154.3% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling