+2,388.9%
AEP vs VICR
+11,731.3%
-9,342.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | -0.3% |
| 7D | +0.9% | +1.3% | -0.4% | +0.8% |
| 30D | +1.5% | -11.9% | +13.4% | +2.1% |
| 3M | -1.7% | -35.1% | +33.5% | 0.0% |
| 6M | -4.0% | +8.1% | -12.2% | -6.1% |
| YTD | +10.6% | +67.8% | -57.2% | +5.1% |
| 1Y | +18.6% | +267.3% | -248.7% | +7.1% |
| 3Y | +78.7% | +191.2% | -112.5% | +59.1% |
| 5Y | +65.1% | +48.1% | +17.0% | +48.3% |
| 10Y | +177.7% | +1,546.1% | -1,368.4% | +103.4% |
| All | +2,388.9% | +11,731.3% | -9,342.4% | +1,340.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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