+673.3%
AEE vs VCLT
+103.3%
+569.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | -1.2% | -0.6% | -0.7% | -1.1% |
| 3M | +1.0% | -2.2% | +3.3% | +1.7% |
| 6M | -2.3% | -2.9% | +0.6% | -1.5% |
| YTD | +9.1% | -2.1% | +11.2% | +9.8% |
| 1Y | +10.6% | -2.6% | +13.1% | +11.4% |
| 3Y | +48.5% | +12.5% | +36.0% | +43.4% |
| 5Y | +39.9% | -15.3% | +55.1% | +43.0% |
| 10Y | +185.7% | +16.6% | +169.1% | +178.6% |
| All | +673.3% | +103.3% | +569.9% | +772.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling