+117.3%
ITUB vs AEE
+46.3%
+71.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +3.0% |
| 7D | +1.0% | -0.7% | +1.6% | +1.1% |
| 30D | +10.7% | -2.0% | +12.7% | +11.2% |
| 3M | +10.1% | -2.8% | +12.9% | +10.6% |
| 6M | -0.1% | -3.6% | +3.5% | +0.6% |
| YTD | +18.4% | +7.3% | +11.1% | +15.8% |
| 1Y | +31.3% | +8.7% | +22.6% | +28.0% |
| All | +117.3% | +46.3% | +71.0% | +92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling