+338.7%
AEM vs VICR
+209.3%
+129.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.2% | -9.3% | +0.9% |
| 7D | -2.1% | +5.0% | -7.1% | -2.6% |
| 30D | +8.4% | -12.5% | +20.9% | +9.3% |
| 3M | +27.3% | -33.6% | +60.9% | +30.7% |
| 6M | -9.7% | +10.7% | -20.3% | -11.8% |
| YTD | +19.0% | +80.6% | -61.6% | +12.9% |
| 1Y | +31.5% | +288.4% | -256.9% | +20.7% |
| 3Y | +338.7% | +213.8% | +124.9% | +275.1% |
| All | +338.7% | +209.3% | +129.4% | +275.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling