+170.5%
AEP vs VIAV
+419.4%
-248.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -0.4% |
| 7D | -0.9% | +11.2% | -12.1% | -1.8% |
| 30D | -1.1% | -10.1% | +9.1% | -0.4% |
| 3M | -3.3% | -22.9% | +19.6% | -2.0% |
| 6M | -4.6% | +28.8% | -33.4% | -8.0% |
| YTD | +9.4% | +117.5% | -108.0% | +0.2% |
| 1Y | +16.9% | +216.1% | -199.1% | +2.9% |
| 3Y | +76.6% | +292.2% | -215.6% | +49.1% |
| 5Y | +66.2% | +141.0% | -74.8% | +47.5% |
| All | +170.5% | +419.4% | -248.9% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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