+41.2%
AEE vs VICR
+57.6%
-16.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.2% | -11.2% | -0.2% |
| 7D | -0.8% | +5.0% | -5.7% | -0.9% |
| 30D | -2.9% | -12.5% | +9.6% | -2.8% |
| 3M | -2.4% | -33.6% | +31.2% | -2.1% |
| 6M | -2.7% | +10.7% | -13.4% | -3.8% |
| YTD | +7.3% | +80.6% | -73.3% | +4.9% |
| 1Y | +7.5% | +288.4% | -280.8% | +3.2% |
| 3Y | +46.2% | +213.8% | -167.6% | +39.6% |
| All | +41.2% | +57.6% | -16.4% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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