+186.2%
ITUB vs AEE
+38.7%
+147.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.2% | -0.8% | +3.0% | +2.4% |
| 30D | +12.6% | -2.9% | +15.5% | +13.5% |
| 3M | +6.4% | -2.4% | +8.8% | +6.9% |
| 6M | +0.6% | -2.7% | +3.3% | +1.1% |
| YTD | +18.8% | +7.3% | +11.6% | +16.1% |
| 1Y | +31.0% | +7.5% | +23.5% | +27.8% |
| 3Y | +118.1% | +46.2% | +71.9% | +93.1% |
| All | +186.2% | +38.7% | +147.5% | +160.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling