+355.3%
AEP vs VEEV
+596.9%
-241.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.5% | +0.9% |
| 7D | +2.0% | -5.2% | +7.2% | +2.3% |
| 30D | +0.5% | +14.9% | -14.4% | -0.3% |
| 3M | -0.3% | +58.4% | -58.7% | -2.8% |
| 6M | -3.5% | +35.5% | -38.9% | -5.2% |
| YTD | +11.3% | +18.6% | -7.4% | +10.0% |
| 1Y | +20.2% | -6.3% | +26.6% | +20.4% |
| 3Y | +79.8% | +20.2% | +59.6% | +76.1% |
| 5Y | +65.6% | -13.8% | +79.4% | +63.7% |
| 10Y | +169.3% | +542.0% | -372.7% | +146.1% |
| All | +355.3% | +596.9% | -241.7% | +317.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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