+181.2%
VRTX vs AEIS
+242.5%
-61.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.8% | -5.9% | -3.4% |
| 7D | -3.4% | +8.1% | -11.6% | -4.2% |
| 30D | +6.6% | -11.1% | +17.8% | +7.6% |
| 3M | +19.4% | -5.6% | +25.0% | +18.4% |
| 6M | +15.8% | -0.6% | +16.5% | +13.2% |
| YTD | +16.7% | +38.0% | -21.4% | +8.7% |
| 1Y | +33.8% | +87.2% | -53.4% | +18.5% |
| 3Y | +54.2% | +179.7% | -125.5% | +25.4% |
| All | +181.2% | +242.5% | -61.3% | +112.8% |
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 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