+5,228.0%
VRTX vs AEIS
+2,566.8%
+2,661.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.5% | -2.6% |
| 7D | +0.8% | +3.0% | -2.1% | +0.2% |
| 30D | +12.6% | -14.6% | +27.3% | +15.8% |
| 3M | +23.6% | -12.4% | +36.1% | +24.1% |
| 6M | +14.3% | -15.0% | +29.2% | +14.2% |
| YTD | +20.5% | +34.3% | -13.8% | +8.8% |
| 1Y | +37.6% | +87.4% | -49.8% | +14.7% |
| 3Y | +55.5% | +139.8% | -84.2% | +18.9% |
| 5Y | +175.7% | +220.7% | -45.0% | +92.6% |
| 10Y | +474.2% | +531.6% | -57.4% | +217.4% |
| All | +5,228.0% | +2,566.8% | +2,661.2% | +1,769.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling