+470.4%
VRTX vs AEIS
+332.3%
+138.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.2% | -0.1% |
| 7D | -1.6% | +11.5% | -13.1% | -3.3% |
| 30D | +8.0% | -15.8% | +23.8% | +10.0% |
| 3M | +4.3% | -33.3% | +37.6% | +9.7% |
| 6M | +18.9% | -35.2% | +54.1% | +23.4% |
| YTD | +18.8% | +5.0% | +13.8% | +10.7% |
| 1Y | +24.0% | +8.5% | +15.5% | +14.6% |
| 3Y | +42.1% | +152.9% | -110.7% | +5.7% |
| 5Y | +187.6% | +144.6% | +42.9% | +108.2% |
| All | +470.4% | +332.3% | +138.1% | +214.9% |
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