+1,882.6%
ITUB vs AEE
+658.5%
+1,224.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.3% |
| 7D | +8.2% | +1.3% | +6.9% | +7.3% |
| 30D | +4.7% | -1.2% | +5.9% | +5.4% |
| 3M | +13.0% | +1.0% | +12.0% | +11.6% |
| 6M | +4.2% | -2.3% | +6.4% | +5.0% |
| YTD | +18.6% | +9.1% | +9.4% | +10.6% |
| 1Y | +31.3% | +10.6% | +20.7% | +21.1% |
| 3Y | +124.9% | +48.5% | +76.4% | +64.6% |
| 5Y | +195.6% | +39.9% | +155.7% | +118.3% |
| 10Y | +196.4% | +185.7% | +10.7% | +11.3% |
| All | +1,882.6% | +658.5% | +1,224.1% | +330.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling