+170.8%
AEP vs VFC
-70.4%
+241.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | -1.0% | -3.3% | +2.3% | -0.7% |
| 30D | -0.1% | -14.0% | +13.9% | +1.3% |
| 3M | -3.2% | -22.6% | +19.4% | -1.2% |
| 6M | -5.3% | -24.7% | +19.4% | -3.4% |
| YTD | +9.5% | -29.0% | +38.5% | +12.1% |
| 1Y | +17.5% | -13.8% | +31.3% | +17.3% |
| 3Y | +77.0% | -28.2% | +105.2% | +70.2% |
| 5Y | +66.4% | -79.0% | +145.4% | +94.9% |
| All | +170.8% | -70.4% | +241.2% | +188.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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