+170.5%
AEP vs VCLT
+17.1%
+153.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | -0.9% | -1.4% | +0.4% | -0.3% |
| 30D | -1.1% | -1.2% | +0.1% | -0.6% |
| 3M | -3.3% | -4.8% | +1.5% | -1.2% |
| 6M | -4.6% | -2.6% | -2.1% | -3.6% |
| YTD | +9.4% | -3.3% | +12.8% | +11.0% |
| 1Y | +16.9% | -4.8% | +21.8% | +19.4% |
| 3Y | +76.6% | +11.5% | +65.1% | +68.0% |
| 5Y | +66.2% | -17.0% | +83.2% | +75.6% |
| All | +170.5% | +17.1% | +153.4% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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