+165.2%
VFC vs AEE
+813.9%
-648.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | -1.6% | +0.3% | -1.9% | -1.8% |
| 30D | -11.6% | -2.3% | -9.4% | -10.8% |
| 3M | -18.1% | +0.2% | -18.3% | -18.2% |
| 6M | -27.4% | -4.7% | -22.6% | -25.9% |
| YTD | -24.8% | +8.1% | -32.9% | -27.7% |
| 1Y | -8.2% | +8.5% | -16.8% | -12.1% |
| 3Y | -29.1% | +48.9% | -78.0% | -41.9% |
| 5Y | -79.2% | +39.9% | -119.1% | -82.6% |
| 10Y | -68.1% | +186.5% | -254.6% | -80.9% |
| All | +165.2% | +813.9% | -648.7% | -15.3% |
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