+2,010.2%
VRT vs AEE
+133.4%
+1,876.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +18.6% | +0.6% | +18.0% | +18.5% |
| 30D | -11.7% | +8.8% | -20.5% | -13.0% |
| 3M | -27.3% | +5.1% | -32.3% | -28.0% |
| 6M | -42.9% | +5.2% | -48.0% | -43.6% |
| YTD | +29.5% | +16.1% | +13.4% | +25.4% |
| 1Y | +21.0% | +10.4% | +10.6% | +18.3% |
| 3Y | +403.1% | +63.1% | +340.0% | +348.0% |
| 5Y | +688.8% | +55.6% | +633.2% | +610.6% |
| All | +2,010.2% | +133.4% | +1,876.8% | +1,764.1% |
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 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