+262.4%
VST vs AEIS
+117.1%
+145.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +6.1% | +4.4% | +7.5% |
| 7D | -9.8% | -11.3% | +1.5% | -4.0% |
| 30D | -25.1% | -32.6% | +7.4% | -9.1% |
| 3M | -11.6% | -39.2% | +27.6% | +11.3% |
| 6M | -20.9% | -45.4% | +24.4% | +1.3% |
| YTD | -22.3% | -5.8% | -16.5% | -32.1% |
| 1Y | -32.0% | -10.0% | -22.0% | -39.0% |
| 3Y | +262.4% | +121.2% | +141.2% | +92.4% |
| All | +262.4% | +117.1% | +145.3% | +92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling