+318.8%
VWO vs AEE
+398.6%
-79.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.9% |
| 7D | -1.7% | -0.7% | -1.0% | -1.4% |
| 30D | -0.3% | -2.0% | +1.7% | +0.7% |
| 3M | +4.0% | -2.8% | +6.8% | +5.1% |
| 6M | +8.1% | -3.6% | +11.7% | +9.3% |
| YTD | +11.6% | +7.3% | +4.3% | +6.1% |
| 1Y | +16.2% | +8.7% | +7.5% | +9.4% |
| 3Y | +63.3% | +46.0% | +17.2% | +26.3% |
| 5Y | +33.4% | +39.8% | -6.4% | +2.5% |
| 10Y | +113.3% | +191.4% | -78.1% | -15.1% |
| All | +318.8% | +398.6% | -79.8% | -7.6% |
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