+0.3%
ANEL vs VT
+19.0%
-18.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.0% | +2.6% | +16.3% | +8.1% |
| 7D | +25.2% | +0.4% | +24.8% | +28.0% |
| 30D | -31.1% | -2.6% | -28.5% | -18.9% |
| 3M | -14.2% | -3.2% | -11.0% | +4.6% |
| 6M | +32.6% | +0.9% | +31.6% | +45.2% |
| YTD | +30.8% | +11.3% | +19.5% | -0.4% |
| 1Y | +18.7% | +14.0% | +4.7% | -15.0% |
| All | +0.3% | +19.0% | -18.7% | -38.3% |
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