+1,473.3%
AEP vs VIAV
+3,306.1%
-1,832.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.2% | -10.4% | +0.2% |
| 7D | +2.0% | +11.3% | -9.3% | +1.4% |
| 30D | +0.5% | -1.0% | +1.5% | +0.4% |
| 3M | -0.3% | -20.5% | +20.2% | +0.4% |
| 6M | -3.5% | +39.0% | -42.5% | -6.0% |
| YTD | +11.3% | +117.5% | -106.2% | +5.5% |
| 1Y | +20.2% | +233.8% | -213.5% | +11.2% |
| 3Y | +79.8% | +295.4% | -215.6% | +63.4% |
| 5Y | +65.6% | +134.3% | -68.7% | +54.0% |
| 10Y | +169.3% | +398.7% | -229.4% | +138.6% |
| All | +1,473.3% | +3,306.1% | -1,832.9% | +1,076.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling