+208.2%
ITUB vs AEE
+191.1%
+17.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.2% | -0.8% | +3.0% | +2.5% |
| 30D | +12.6% | -2.9% | +15.5% | +13.8% |
| 3M | +6.4% | -2.4% | +8.8% | +7.1% |
| 6M | +0.6% | -2.7% | +3.3% | +1.3% |
| YTD | +18.8% | +7.3% | +11.6% | +15.0% |
| 1Y | +31.0% | +7.5% | +23.5% | +26.6% |
| 3Y | +118.1% | +46.2% | +71.9% | +84.1% |
| 5Y | +193.0% | +39.7% | +153.3% | +148.6% |
| All | +208.2% | +191.1% | +17.0% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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