+297.7%
VFC vs AEE
+881.3%
-583.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | -1.4% | +0.6% | -2.1% | -1.7% |
| 30D | +24.6% | +8.8% | +15.8% | +20.1% |
| 3M | +38.4% | +5.1% | +33.4% | +35.4% |
| 6M | +15.3% | +5.2% | +10.1% | +12.8% |
| YTD | +12.7% | +16.1% | -3.3% | +5.1% |
| 1Y | +32.7% | +10.4% | +22.2% | +26.3% |
| 3Y | +43.7% | +63.1% | -19.4% | +13.0% |
| 5Y | -69.2% | +55.6% | -124.7% | -75.4% |
| 10Y | -50.0% | +217.1% | -267.1% | -71.3% |
| All | +297.7% | +881.3% | -583.6% | +23.1% |
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