+211.0%
AEP vs VFC
-50.3%
+261.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.7% | 0.0% |
| 7D | +2.5% | -1.4% | +3.9% | +2.6% |
| 30D | +3.4% | +24.6% | -21.3% | +1.2% |
| 3M | +4.2% | +38.4% | -34.2% | +1.0% |
| 6M | -0.8% | +15.3% | -16.1% | -2.5% |
| YTD | +15.2% | +12.7% | +2.5% | +12.9% |
| 1Y | +8.3% | +32.7% | -24.4% | +4.2% |
| 3Y | +84.2% | +43.7% | +40.5% | +64.3% |
| 5Y | +87.8% | -69.2% | +157.0% | +114.5% |
| All | +211.0% | -50.3% | +261.3% | +215.9% |
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