+46.3%
AEE vs VSXY
+339.2%
-292.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -1.2% |
| 7D | -0.7% | -0.3% | -0.3% | -0.7% |
| 30D | -2.0% | -22.1% | +20.1% | -1.6% |
| 3M | -2.8% | -1.1% | -1.7% | -2.9% |
| 6M | -3.6% | +53.8% | -57.4% | -4.4% |
| YTD | +7.3% | +35.5% | -28.2% | +6.5% |
| 1Y | +8.7% | +186.0% | -177.3% | +6.7% |
| All | +46.3% | +339.2% | -292.9% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 3y: compounded portfolio wealth divided by compounded VSXY 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…
3y analysis · Full analysis span regression · 6 months rolling