+384.4%
AEE vs VIG
+617.8%
-233.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.7% | +1.6% |
| 7D | +1.3% | -0.4% | +1.7% | +1.6% |
| 30D | -1.2% | -2.1% | +0.8% | +0.4% |
| 3M | +1.0% | +3.3% | -2.3% | -1.7% |
| 6M | -2.3% | +9.3% | -11.6% | -9.3% |
| YTD | +9.1% | +10.1% | -1.0% | +0.5% |
| 1Y | +10.6% | +14.7% | -4.2% | -1.6% |
| 3Y | +48.5% | +56.9% | -8.4% | +0.9% |
| 5Y | +39.9% | +62.9% | -23.1% | -8.8% |
| 10Y | +185.7% | +241.3% | -55.6% | -2.2% |
| All | +384.4% | +617.8% | -233.4% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VIG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling