+33.8%
VWO vs AEIS
+232.6%
-198.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.3% | -0.3% |
| 7D | -1.8% | +2.3% | -4.0% | -2.3% |
| 30D | -0.1% | -14.8% | +14.7% | +2.9% |
| 3M | +2.2% | -15.6% | +17.8% | +4.4% |
| 6M | +8.8% | -8.7% | +17.5% | +8.1% |
| YTD | +12.4% | +37.3% | -24.9% | +1.4% |
| 1Y | +15.6% | +80.3% | -64.8% | -2.7% |
| 3Y | +62.5% | +177.9% | -115.4% | +19.0% |
| All | +33.8% | +232.6% | -198.7% | -9.8% |
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