+67.1%
V vs AEE
+43.4%
+23.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.0% |
| 7D | -1.1% | +1.3% | -2.4% | -1.5% |
| 30D | +1.9% | -1.2% | +3.1% | +2.2% |
| 3M | +15.5% | +1.0% | +14.5% | +15.0% |
| 6M | +16.6% | -2.3% | +18.9% | +17.1% |
| YTD | +5.7% | +9.1% | -3.4% | +2.2% |
| 1Y | +8.6% | +10.6% | -2.0% | +4.3% |
| 3Y | +52.5% | +48.5% | +4.0% | +33.5% |
| 5Y | +67.1% | +39.9% | +27.3% | +48.8% |
| All | +67.1% | +43.4% | +23.7% | +48.8% |
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