+188.3%
VRTX vs AEIS
+144.8%
+43.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.3% | -10.6% | -0.1% |
| 7D | -0.4% | +1.0% | -1.4% | -0.8% |
| 30D | +8.0% | -24.0% | +32.0% | +10.0% |
| 3M | +11.0% | -32.5% | +43.6% | +13.9% |
| 6M | +28.2% | -38.6% | +66.7% | +31.6% |
| YTD | +21.5% | +4.8% | +16.7% | +15.3% |
| 1Y | +34.5% | +1.3% | +33.2% | +28.1% |
| 3Y | +49.5% | +159.2% | -109.8% | +20.3% |
| 5Y | +188.3% | +140.8% | +47.5% | +126.6% |
| All | +188.3% | +144.8% | +43.5% | +126.6% |
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