+67.0%
VSH vs AEE
+39.2%
+27.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +3.5% | +1.1% | +2.5% | +3.3% |
| 30D | -4.4% | 0.0% | -4.4% | -4.4% |
| 3M | -45.8% | -0.9% | -44.9% | -46.0% |
| 6M | +90.1% | -2.4% | +92.5% | +90.1% |
| YTD | +120.3% | +8.6% | +111.7% | +113.0% |
| 1Y | +112.2% | +10.2% | +102.1% | +103.9% |
| 3Y | +36.6% | +47.8% | -11.2% | +17.4% |
| 5Y | +67.0% | +40.1% | +26.9% | +43.2% |
| All | +67.0% | +39.2% | +27.9% | +43.2% |
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