+161.1%
VEA vs AEIS
+562.2%
-401.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.9% | -0.1% |
| 7D | -1.5% | +2.3% | -3.7% | -2.0% |
| 30D | -0.8% | -14.8% | +14.0% | +2.5% |
| 3M | +2.5% | -15.6% | +18.1% | +4.7% |
| 6M | +11.1% | -8.7% | +19.8% | +10.4% |
| YTD | +17.2% | +37.3% | -20.2% | +4.9% |
| 1Y | +24.5% | +80.3% | -55.8% | +3.5% |
| 3Y | +75.4% | +177.9% | -102.5% | +26.5% |
| 5Y | +61.1% | +235.8% | -174.7% | +8.0% |
| All | +161.1% | +562.2% | -401.1% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling