+3,127.6%
VRTX vs AEE
+892.1%
+2,235.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.2% |
| 7D | -1.6% | +1.7% | -3.3% | -2.3% |
| 30D | +8.0% | +9.7% | -1.7% | +3.6% |
| 3M | +4.3% | +5.9% | -1.6% | +1.4% |
| 6M | +18.9% | +6.7% | +12.2% | +14.9% |
| YTD | +18.8% | +17.4% | +1.4% | +9.7% |
| 1Y | +24.0% | +12.7% | +11.3% | +16.6% |
| 3Y | +42.1% | +68.2% | -26.1% | +9.4% |
| 5Y | +187.6% | +57.3% | +130.3% | +125.1% |
| 10Y | +485.4% | +220.6% | +264.8% | +203.8% |
| All | +3,127.6% | +892.1% | +2,235.4% | +892.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling