+410.8%
VFC vs AEIS
+2,566.8%
-2,156.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +2.0% |
| 7D | -1.6% | +3.0% | -4.6% | -2.1% |
| 30D | -11.6% | -14.6% | +3.0% | -9.6% |
| 3M | -18.1% | -12.4% | -5.7% | -17.3% |
| 6M | -27.4% | -15.0% | -12.4% | -26.6% |
| YTD | -24.8% | +34.3% | -59.1% | -29.8% |
| 1Y | -8.2% | +87.4% | -95.6% | -18.9% |
| 3Y | -29.1% | +139.8% | -168.9% | -39.4% |
| 5Y | -79.2% | +220.7% | -299.9% | -82.9% |
| 10Y | -68.1% | +531.6% | -599.7% | -76.7% |
| All | +410.8% | +2,566.8% | -2,156.0% | +193.5% |
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