+381.0%
AEE vs VIG
+617.8%
-236.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.9% |
| 7D | +0.6% | -0.4% | +1.0% | +0.9% |
| 30D | -1.9% | -2.1% | +0.1% | -0.3% |
| 3M | +0.3% | +3.3% | -3.0% | -2.4% |
| 6M | -3.0% | +9.3% | -12.2% | -9.9% |
| YTD | +8.4% | +10.1% | -1.8% | -0.2% |
| 1Y | +9.8% | +14.7% | -4.9% | -2.3% |
| 3Y | +47.4% | +56.9% | -9.5% | +0.2% |
| 5Y | +38.9% | +62.9% | -24.0% | -9.5% |
| 10Y | +183.7% | +241.3% | -57.6% | -2.9% |
| All | +381.0% | +617.8% | -236.8% | -16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling