+645.9%
AEP vs VCLT
+103.3%
+542.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | +2.0% | +0.3% | +1.7% | +1.9% |
| 30D | +0.5% | -0.6% | +1.1% | +0.7% |
| 3M | -0.3% | -2.2% | +1.9% | +0.4% |
| 6M | -3.5% | -2.9% | -0.6% | -2.6% |
| YTD | +11.3% | -2.1% | +13.3% | +12.0% |
| 1Y | +20.2% | -2.6% | +22.8% | +21.2% |
| 3Y | +79.8% | +12.5% | +67.3% | +72.9% |
| 5Y | +65.6% | -15.3% | +80.8% | +69.9% |
| 10Y | +169.3% | +16.6% | +152.7% | +160.0% |
| All | +645.9% | +103.3% | +542.6% | +725.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling