+60.6%
AEE vs VLTO
+26.2%
+34.5%
-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% | +1.8% | +1.1% |
| 7D | +1.3% | -1.6% | +2.9% | +1.5% |
| 30D | -1.2% | -2.9% | +1.6% | -0.9% |
| 3M | +1.0% | +12.7% | -11.7% | -0.5% |
| 6M | -2.3% | +1.6% | -3.9% | -2.6% |
| YTD | +9.1% | -4.0% | +13.1% | +9.5% |
| 1Y | +10.6% | -10.2% | +20.7% | +12.0% |
| All | +60.6% | +26.2% | +34.5% | +58.4% |
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