-67.8%
VFC vs AEIS
+150.6%
-218.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -5.0% | -2.5% |
| 7D | -1.4% | +9.5% | -10.9% | -6.1% |
| 30D | +30.7% | -17.5% | +48.2% | +39.1% |
| 3M | +40.6% | -29.3% | +69.9% | +58.7% |
| 6M | +16.5% | -34.7% | +51.2% | +30.6% |
| YTD | +16.2% | +10.7% | +5.5% | -9.8% |
| 1Y | +42.4% | +7.4% | +35.0% | +12.2% |
| 3Y | +48.1% | +161.1% | -113.1% | -35.8% |
| 5Y | -67.8% | +150.7% | -218.5% | -86.7% |
| All | -67.8% | +150.6% | -218.4% | -86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling