+95.1%
AEP vs VLTO
+56.1%
+39.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | -1.5% | +2.0% | -3.6% | -1.8% |
| 30D | +4.5% | +21.8% | -17.3% | +1.7% |
| 3M | +2.8% | +20.2% | -17.4% | +0.2% |
| 6M | -0.7% | +36.3% | -37.0% | -4.8% |
| YTD | +13.8% | +18.8% | -5.0% | +11.0% |
| 1Y | +9.0% | +20.4% | -11.4% | +5.9% |
| 3Y | +83.0% | +71.9% | +11.1% | +69.9% |
| All | +95.1% | +56.1% | +39.0% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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