+1,187.3%
VUG vs AEE
+504.3%
+683.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.4% |
| 7D | +2.5% | +1.7% | +0.8% | +1.8% |
| 30D | -6.3% | +9.7% | -16.0% | -10.1% |
| 3M | -6.0% | +5.9% | -12.0% | -8.6% |
| 6M | -3.5% | +6.7% | -10.2% | -7.0% |
| YTD | +3.9% | +17.4% | -13.4% | -4.4% |
| 1Y | +5.1% | +12.7% | -7.6% | -1.6% |
| 3Y | +77.9% | +68.2% | +9.6% | +35.2% |
| 5Y | +62.4% | +57.3% | +5.1% | +25.7% |
| 10Y | +399.4% | +220.6% | +178.8% | +155.4% |
| All | +1,187.3% | +504.3% | +683.0% | +330.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling