-38.0%
VG vs AEE
+20.9%
-58.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.2% | +2.1% |
| 7D | -2.5% | +1.3% | -3.8% | -2.6% |
| 30D | +11.1% | -1.2% | +12.3% | +11.1% |
| 3M | +14.9% | +1.0% | +13.9% | +14.5% |
| 6M | +18.4% | -2.3% | +20.6% | +18.0% |
| YTD | +116.6% | +9.1% | +107.4% | +99.0% |
| 1Y | +9.4% | +10.6% | -1.2% | -0.3% |
| All | -38.0% | +20.9% | -58.9% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling