+39.2%
AEM vs VICR
+272.1%
-232.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.6% | -1.9% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | +24.0% | -13.9% | +38.0% | +25.7% |
| 3M | +16.1% | -38.4% | +54.5% | +22.1% |
| 6M | -11.6% | -7.2% | -4.4% | -14.5% |
| YTD | +21.5% | +72.0% | -50.5% | +10.9% |
| 1Y | +39.2% | +263.3% | -224.1% | +24.8% |
| All | +39.2% | +272.1% | -232.9% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling