+310.6%
VFC vs AEE
+892.1%
-581.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +2.8% |
| 7D | +1.6% | +1.7% | -0.1% | +0.9% |
| 30D | +25.5% | +9.7% | +15.7% | +20.4% |
| 3M | +41.3% | +5.9% | +35.4% | +37.7% |
| 6M | +22.2% | +6.7% | +15.5% | +18.8% |
| YTD | +16.4% | +17.4% | -1.0% | +7.9% |
| 1Y | +38.4% | +12.7% | +25.8% | +30.6% |
| 3Y | +56.2% | +68.2% | -12.0% | +21.1% |
| 5Y | -68.2% | +57.3% | -125.5% | -74.7% |
| 10Y | -48.4% | +220.6% | -269.0% | -70.5% |
| All | +310.6% | +892.1% | -581.5% | +26.5% |
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