+297.4%
AEM vs VICR
+41.8%
+255.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -2.7% |
| 7D | -5.0% | -0.4% | -4.6% | -5.0% |
| 30D | +8.5% | -15.6% | +24.0% | +9.6% |
| 3M | +29.3% | -35.4% | +64.6% | +32.6% |
| 6M | -12.9% | +1.3% | -14.2% | -14.2% |
| YTD | +16.8% | +62.5% | -45.7% | +11.7% |
| 1Y | +29.8% | +255.5% | -225.6% | +18.7% |
| 3Y | +336.7% | +182.0% | +154.7% | +292.4% |
| All | +297.4% | +41.8% | +255.6% | +254.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling