+1.3%
VSAT vs AEE
+191.3%
-190.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.1% |
| 7D | +3.4% | -0.7% | +4.1% | +3.8% |
| 30D | -12.2% | -2.0% | -10.3% | -11.4% |
| 3M | +20.6% | -2.8% | +23.4% | +21.0% |
| 6M | +60.2% | -3.6% | +63.8% | +61.5% |
| YTD | +115.3% | +7.3% | +108.0% | +105.6% |
| 1Y | +154.6% | +8.7% | +145.9% | +140.9% |
| 3Y | +211.2% | +46.0% | +165.1% | +144.9% |
| 5Y | +52.7% | +39.8% | +12.9% | +22.5% |
| All | +1.3% | +191.3% | -190.0% | -29.9% |
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