+489.8%
AEP vs VEU
+192.1%
+297.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | +1.8% | +1.1% | +0.6% | +1.3% |
| 30D | -0.8% | +2.2% | -3.0% | -1.8% |
| 3M | -1.8% | +3.0% | -4.8% | -3.5% |
| 6M | -5.4% | +10.9% | -16.2% | -10.4% |
| YTD | +10.4% | +18.2% | -7.7% | +1.4% |
| 1Y | +18.2% | +28.3% | -10.1% | +4.2% |
| 3Y | +79.0% | +74.6% | +4.3% | +35.2% |
| 5Y | +64.8% | +56.4% | +8.5% | +29.8% |
| 10Y | +170.8% | +153.0% | +17.8% | +63.3% |
| All | +489.8% | +192.1% | +297.7% | +192.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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