-2.6%
VTEB vs AEIS
-10.3%
+7.7%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.7% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -2.9% | -16.4% | +13.5% | -2.8% |
| 3M | -3.2% | -11.1% | +8.0% | -3.2% |
| 6M | -2.6% | -12.0% | +9.4% | -2.7% |
| All | -2.6% | -10.3% | +7.7% | -2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling