+224.6%
VT vs AEE
+216.2%
+8.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | -1.7% | +9.7% | -11.5% | -4.7% |
| 3M | -2.3% | +5.8% | -8.1% | -4.2% |
| 6M | +1.5% | +4.5% | -2.9% | -0.4% |
| YTD | +12.0% | +15.8% | -3.8% | +5.9% |
| 1Y | +12.9% | +10.8% | +2.1% | +8.3% |
| 3Y | +74.9% | +62.8% | +12.2% | +44.7% |
| 5Y | +59.9% | +56.1% | +3.8% | +33.1% |
| 10Y | +224.6% | +216.4% | +8.2% | +135.3% |
| All | +224.6% | +216.2% | +8.4% | +135.3% |
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 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