-69.9%
VFC vs AEIS
+531.1%
-600.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.6% | +0.1% |
| 7D | -3.3% | -0.2% | -3.1% | -3.3% |
| 30D | -14.0% | -16.4% | +2.4% | -8.2% |
| 3M | -22.6% | -11.1% | -11.4% | -21.8% |
| 6M | -24.7% | -12.0% | -12.7% | -25.0% |
| YTD | -29.0% | +30.9% | -59.8% | -41.7% |
| 1Y | -13.8% | +74.3% | -88.1% | -38.5% |
| 3Y | -28.2% | +165.2% | -193.4% | -57.3% |
| 5Y | -79.0% | +220.0% | -299.0% | -88.6% |
| All | -69.9% | +531.1% | -600.9% | -87.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling