+65.6%
AEP vs VFC
-78.3%
+143.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.8% |
| 7D | +2.0% | +0.8% | +1.2% | +2.0% |
| 30D | +0.5% | -11.9% | +12.5% | +1.1% |
| 3M | -0.3% | -20.2% | +19.8% | +0.7% |
| 6M | -3.5% | -23.0% | +19.5% | -2.5% |
| YTD | +11.3% | -26.2% | +37.5% | +12.4% |
| 1Y | +20.2% | -13.3% | +33.6% | +20.1% |
| 3Y | +79.8% | -25.5% | +105.2% | +74.5% |
| 5Y | +65.6% | -78.1% | +143.7% | +81.7% |
| All | +65.6% | -78.3% | +143.9% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling