+666.0%
VFC vs AEIS
+2,072.0%
-1,406.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.7% | -2.8% |
| 7D | -1.4% | +23.2% | -24.7% | -4.9% |
| 30D | +24.6% | -17.0% | +41.6% | +27.4% |
| 3M | +38.4% | -32.2% | +70.6% | +45.6% |
| 6M | +15.3% | -32.6% | +47.8% | +20.0% |
| YTD | +12.7% | +9.4% | +3.4% | +7.7% |
| 1Y | +32.7% | +7.7% | +25.0% | +27.0% |
| 3Y | +43.7% | +157.9% | -114.3% | +20.9% |
| 5Y | -69.2% | +154.8% | -223.9% | -74.1% |
| 10Y | -50.0% | +355.2% | -405.2% | -62.1% |
| All | +666.0% | +2,072.0% | -1,406.0% | +350.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling