+13.8%
VRT vs AEE
+13.9%
-0.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +2.5% | -15.3% | -12.2% |
| 7D | -15.4% | +4.7% | -20.1% | -14.4% |
| 30D | -19.0% | +13.4% | -32.4% | -17.3% |
| 3M | -23.8% | +4.1% | -27.9% | -23.2% |
| 6M | -37.9% | +2.0% | -39.9% | -37.0% |
| YTD | +27.0% | +15.6% | +11.3% | +31.2% |
| 1Y | +13.8% | +14.1% | -0.3% | +16.5% |
| All | +13.8% | +13.9% | -0.1% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling