+186.5%
AEE vs VCLT
+17.1%
+169.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | -0.1% |
| 7D | -0.8% | -1.4% | +0.6% | -0.2% |
| 30D | -2.9% | -1.2% | -1.7% | -2.5% |
| 3M | -2.4% | -4.8% | +2.4% | -0.4% |
| 6M | -2.7% | -2.6% | -0.1% | -1.7% |
| YTD | +7.3% | -3.3% | +10.6% | +8.7% |
| 1Y | +7.5% | -4.8% | +12.4% | +9.7% |
| 3Y | +46.2% | +11.5% | +34.7% | +39.4% |
| 5Y | +39.7% | -17.0% | +56.7% | +47.5% |
| All | +186.5% | +17.1% | +169.4% | +153.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling