+51.2%
AEE vs VSXY
+42.7%
+8.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | +0.8% |
| 7D | +1.3% | -6.8% | +8.1% | +1.5% |
| 30D | -1.2% | -20.4% | +19.1% | -0.6% |
| 3M | +1.0% | +2.9% | -1.9% | +0.8% |
| 6M | -2.3% | +67.9% | -70.2% | -4.3% |
| YTD | +9.1% | +44.9% | -35.7% | +7.1% |
| 1Y | +10.6% | +205.9% | -195.4% | +5.6% |
| 3Y | +48.5% | +373.9% | -325.4% | +35.6% |
| 5Y | +39.9% | +23.5% | +16.4% | +34.0% |
| All | +51.2% | +42.7% | +8.6% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling