+442.4%
AEE vs VT
+345.0%
+97.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.8% | +2.2% |
| 7D | +2.4% | -4.2% | +6.5% | +4.9% |
| 30D | +10.9% | -5.8% | +16.7% | +14.8% |
| 3M | +4.3% | -5.2% | +9.5% | +7.5% |
| 6M | +2.5% | +0.1% | +2.4% | +1.7% |
| YTD | +15.3% | +8.2% | +7.1% | +8.9% |
| 1Y | +14.6% | +10.1% | +4.4% | +6.9% |
| 3Y | +57.5% | +69.7% | -12.2% | +10.8% |
| 5Y | +52.9% | +53.4% | -0.5% | +13.1% |
| 10Y | +205.0% | +219.2% | -14.2% | +37.0% |
| All | +442.4% | +345.0% | +97.4% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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