+543.1%
VEEV vs AEIS
+562.2%
-19.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | -0.6% |
| 7D | -4.6% | +2.3% | -6.9% | -5.2% |
| 30D | +8.6% | -14.8% | +23.5% | +12.3% |
| 3M | +62.4% | -15.6% | +78.0% | +64.0% |
| 6M | +40.3% | -8.7% | +49.0% | +35.1% |
| YTD | +17.5% | +37.3% | -19.8% | -1.8% |
| 1Y | -6.1% | +80.3% | -86.4% | -29.2% |
| 3Y | +16.7% | +177.9% | -161.3% | -27.7% |
| 5Y | -13.3% | +235.8% | -249.2% | -50.9% |
| All | +543.1% | +562.2% | -19.1% | +145.2% |
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