+654.4%
VRT vs AEE
+56.4%
+598.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.7% |
| 7D | +10.5% | +1.7% | +8.8% | +10.4% |
| 30D | -9.3% | +9.7% | -19.1% | -10.2% |
| 3M | -29.6% | +5.9% | -35.5% | -30.0% |
| 6M | -45.4% | +6.7% | -52.1% | -45.9% |
| YTD | +24.8% | +17.4% | +7.5% | +22.0% |
| 1Y | +23.6% | +12.7% | +11.0% | +21.5% |
| 3Y | +379.7% | +68.2% | +311.5% | +333.0% |
| All | +654.4% | +56.4% | +598.0% | +577.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling