+822.5%
AEE vs VICR
+666.8%
+155.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.4% | -0.1% |
| 7D | +1.1% | +1.3% | -0.2% | +0.9% |
| 30D | 0.0% | -11.9% | +11.9% | +0.7% |
| 3M | -0.9% | -35.1% | +34.2% | +1.1% |
| 6M | -2.4% | +8.1% | -10.5% | -5.1% |
| YTD | +8.6% | +67.8% | -59.1% | +1.9% |
| 1Y | +10.2% | +267.3% | -257.1% | -3.1% |
| 3Y | +47.8% | +191.2% | -143.4% | +28.1% |
| 5Y | +40.1% | +48.1% | -8.0% | +22.8% |
| 10Y | +195.0% | +1,546.1% | -1,351.1% | +101.3% |
| All | +822.5% | +666.8% | +155.6% | +435.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling