+175.8%
VSH vs AEIS
+531.1%
-355.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | +1.5% |
| 7D | +3.1% | -0.2% | +3.3% | +3.1% |
| 30D | -5.7% | -16.4% | +10.7% | +4.2% |
| 3M | -42.5% | -11.1% | -31.3% | -38.0% |
| 6M | +82.7% | -12.0% | +94.7% | +96.0% |
| YTD | +118.2% | +30.9% | +87.4% | +85.4% |
| 1Y | +109.7% | +74.3% | +35.3% | +49.0% |
| 3Y | +35.3% | +165.2% | -129.9% | -24.7% |
| 5Y | +65.6% | +220.0% | -154.4% | -18.8% |
| All | +175.8% | +531.1% | -355.3% | -15.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling