+640.5%
AEP vs VCIT
+98.3%
+542.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.8% | -0.3% | +2.1% | +2.1% |
| 30D | -0.8% | -0.8% | 0.0% | -0.2% |
| 3M | -1.8% | -1.0% | -0.8% | -1.1% |
| 6M | -5.4% | -1.8% | -3.5% | -4.0% |
| YTD | +10.4% | -0.7% | +11.1% | +11.0% |
| 1Y | +18.2% | +1.0% | +17.2% | +17.2% |
| 3Y | +79.0% | +18.8% | +60.1% | +57.0% |
| 5Y | +64.8% | +3.5% | +61.4% | +57.6% |
| 10Y | +170.8% | +29.2% | +141.6% | +128.0% |
| All | +640.5% | +98.3% | +542.2% | +592.9% |
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