+494.6%
VRTX vs AEIS
+375.1%
+119.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.6% | -0.8% |
| 7D | -0.4% | +9.5% | -9.8% | -2.0% |
| 30D | +7.9% | -17.5% | +25.4% | +10.3% |
| 3M | +3.3% | -29.3% | +32.6% | +7.6% |
| 6M | +25.7% | -34.7% | +60.4% | +30.5% |
| YTD | +20.7% | +10.7% | +9.9% | +11.5% |
| 1Y | +27.4% | +7.4% | +20.1% | +18.3% |
| 3Y | +46.4% | +161.1% | -114.7% | +8.4% |
| 5Y | +194.3% | +150.7% | +43.6% | +112.8% |
| 10Y | +494.6% | +360.8% | +133.8% | +224.8% |
| All | +494.6% | +375.1% | +119.5% | +224.8% |
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