+186.5%
AEE vs VIG
+250.0%
-63.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.6% |
| 7D | -0.8% | -1.1% | +0.3% | 0.0% |
| 30D | -2.9% | -2.7% | -0.2% | -0.9% |
| 3M | -2.4% | +2.5% | -5.0% | -4.3% |
| 6M | -2.7% | +9.2% | -11.9% | -9.1% |
| YTD | +7.3% | +9.8% | -2.6% | -0.4% |
| 1Y | +7.5% | +12.4% | -4.8% | -1.9% |
| 3Y | +46.2% | +55.9% | -9.7% | +2.1% |
| 5Y | +39.7% | +63.9% | -24.2% | -7.2% |
| All | +186.5% | +250.0% | -63.5% | +4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling