-69.4%
VFC vs AEIS
+558.2%
-627.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.7% |
| 7D | -2.3% | +6.5% | -8.8% | -4.9% |
| 30D | -13.4% | -9.2% | -4.2% | -10.7% |
| 3M | -23.7% | -8.3% | -15.4% | -23.9% |
| 6M | -24.5% | -6.3% | -18.1% | -26.8% |
| YTD | -27.8% | +36.5% | -64.3% | -41.8% |
| 1Y | -13.5% | +84.8% | -98.2% | -39.7% |
| 3Y | -27.1% | +176.6% | -203.7% | -57.4% |
| 5Y | -79.0% | +237.1% | -316.1% | -88.8% |
| All | -69.4% | +558.2% | -627.6% | -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 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