+47.1%
VSAT vs AEE
+39.2%
+8.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -6.7% |
| 7D | +3.5% | +1.1% | +2.4% | +3.1% |
| 30D | -14.7% | 0.0% | -14.7% | -14.7% |
| 3M | +13.2% | -0.9% | +14.1% | +12.0% |
| 6M | +57.4% | -2.4% | +59.8% | +57.2% |
| YTD | +110.0% | +8.6% | +101.3% | +99.1% |
| 1Y | +134.4% | +10.2% | +124.2% | +120.2% |
| 3Y | +203.5% | +47.8% | +155.7% | +134.6% |
| 5Y | +47.1% | +40.1% | +7.0% | +17.9% |
| All | +47.1% | +39.2% | +8.0% | +17.9% |
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 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