+953.6%
VRT vs AEE
+39.2%
+914.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.4% | -9.2% | -9.6% |
| 7D | +2.4% | +1.1% | +1.4% | +2.3% |
| 30D | -2.7% | 0.0% | -2.7% | -2.7% |
| 3M | -9.2% | -0.9% | -8.3% | -9.3% |
| 6M | -0.5% | -2.4% | +1.9% | -0.5% |
| YTD | +62.3% | +8.6% | +53.7% | +59.8% |
| 1Y | +109.6% | +10.2% | +99.4% | +105.5% |
| 3Y | +573.1% | +47.8% | +525.2% | +523.8% |
| 5Y | +953.6% | +40.1% | +913.5% | +861.3% |
| All | +953.6% | +39.2% | +914.5% | +861.3% |
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