+71.6%
AEE vs VLTO
+56.1%
+15.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | +2.3% | +2.0% | +0.3% | +2.1% |
| 30D | +11.6% | +21.8% | -10.2% | +8.6% |
| 3M | +5.5% | +20.2% | -14.7% | +2.9% |
| 6M | +6.0% | +36.3% | -30.3% | +1.7% |
| YTD | +16.6% | +18.8% | -2.2% | +13.6% |
| 1Y | +12.1% | +20.4% | -8.3% | +8.9% |
| 3Y | +64.2% | +71.9% | -7.7% | +57.8% |
| All | +71.6% | +56.1% | +15.5% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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