+205.1%
AEP vs VCIT
+30.9%
+174.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.7% | -0.5% | +1.2% | +1.2% |
| 30D | +4.8% | +1.5% | +3.3% | +3.4% |
| 3M | +5.4% | -1.0% | +6.3% | +6.3% |
| 6M | +0.4% | -1.7% | +2.0% | +1.9% |
| YTD | +15.5% | -1.4% | +16.9% | +17.0% |
| 1Y | +8.5% | -0.9% | +9.5% | +9.5% |
| 3Y | +84.6% | +19.8% | +64.8% | +56.1% |
| 5Y | +86.9% | +4.6% | +82.3% | +76.8% |
| 10Y | +205.1% | +31.5% | +173.6% | +125.1% |
| All | +205.1% | +30.9% | +174.2% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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