+186.5%
AEE vs VYM
+209.2%
-22.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.6% |
| 7D | -0.8% | -0.8% | 0.0% | -0.2% |
| 30D | -2.9% | -2.2% | -0.7% | -1.3% |
| 3M | -2.4% | +3.1% | -5.5% | -4.6% |
| 6M | -2.7% | +9.7% | -12.4% | -9.3% |
| YTD | +7.3% | +14.9% | -7.6% | -3.6% |
| 1Y | +7.5% | +17.6% | -10.0% | -5.1% |
| 3Y | +46.2% | +65.3% | -19.1% | -1.7% |
| 5Y | +39.7% | +78.7% | -39.0% | -12.1% |
| All | +186.5% | +209.2% | -22.7% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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