+652.5%
AEP vs VCIT
+96.4%
+556.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | +3.6% | +1.9% | +1.7% | +2.1% |
| 3M | +1.8% | -1.4% | +3.2% | +3.0% |
| 6M | -3.1% | -2.1% | -1.0% | -1.5% |
| YTD | +12.2% | -1.6% | +13.9% | +13.7% |
| 1Y | +9.1% | -0.9% | +10.0% | +9.9% |
| 3Y | +77.9% | +20.0% | +57.9% | +55.1% |
| 5Y | +78.1% | +3.1% | +75.0% | +70.8% |
| 10Y | +187.8% | +28.7% | +159.1% | +143.6% |
| All | +652.5% | +96.4% | +556.1% | +609.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling