+2,214.6%
AEP vs VFC
+845.1%
+1,369.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.5% | -0.5% |
| 7D | +1.8% | -1.6% | +3.4% | +2.0% |
| 30D | -0.8% | -11.6% | +10.8% | +0.9% |
| 3M | -1.8% | -18.1% | +16.3% | +0.5% |
| 6M | -5.4% | -27.4% | +22.0% | -1.8% |
| YTD | +10.4% | -24.8% | +35.3% | +13.6% |
| 1Y | +18.2% | -8.2% | +26.4% | +17.0% |
| 3Y | +79.0% | -29.1% | +108.1% | +70.8% |
| 5Y | +64.8% | -79.2% | +144.0% | +92.9% |
| 10Y | +170.8% | -68.1% | +239.0% | +177.4% |
| All | +2,214.6% | +845.1% | +1,369.5% | +1,318.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling