+601.6%
VLO vs AEIS
+228.8%
+372.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.8% | +0.5% | +2.9% |
| 7D | +5.8% | +8.1% | -2.4% | +4.5% |
| 30D | +28.3% | -11.1% | +39.5% | +30.3% |
| 3M | +48.7% | -5.6% | +54.4% | +47.6% |
| 6M | +71.9% | -0.6% | +72.6% | +65.6% |
| YTD | +138.7% | +38.0% | +100.6% | +111.9% |
| 1Y | +148.5% | +87.2% | +61.2% | +103.4% |
| 3Y | +192.7% | +179.7% | +13.0% | +109.2% |
| 5Y | +601.6% | +241.7% | +359.9% | +359.3% |
| All | +601.6% | +228.8% | +372.8% | +359.3% |
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 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