+80.6%
VTV vs AEE
+38.7%
+42.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.7% |
| 7D | -1.1% | -0.8% | -0.3% | -0.8% |
| 30D | -1.0% | -2.9% | +1.9% | 0.0% |
| 3M | +4.6% | -2.4% | +7.1% | +5.3% |
| 6M | +13.5% | -2.7% | +16.2% | +14.2% |
| YTD | +18.5% | +7.3% | +11.2% | +14.8% |
| 1Y | +22.9% | +7.5% | +15.3% | +18.8% |
| 3Y | +67.8% | +46.2% | +21.6% | +43.1% |
| All | +80.6% | +38.7% | +42.0% | +55.7% |
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