-44.6%
VG vs AEIS
+76.1%
-120.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.2% |
| 7D | +14.0% | +11.5% | +2.5% | +11.7% |
| 30D | -1.0% | -15.8% | +14.8% | +1.5% |
| 3M | -2.7% | -33.3% | +30.6% | +3.1% |
| 6M | +1.5% | -35.2% | +36.7% | +6.2% |
| YTD | +93.7% | +5.0% | +88.7% | +48.2% |
| 1Y | +68.5% | +8.5% | +60.1% | +26.0% |
| All | -44.6% | +76.1% | -120.7% | -70.8% |
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