+17.5%
AEP vs VLTO
-10.5%
+28.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.9% |
| 7D | -1.0% | -4.5% | +3.5% | -0.9% |
| 30D | -0.1% | -4.6% | +4.5% | 0.0% |
| 3M | -3.2% | +13.3% | -16.5% | -2.9% |
| 6M | -5.3% | +2.1% | -7.4% | -5.6% |
| YTD | +9.5% | -6.1% | +15.6% | +8.7% |
| 1Y | +17.5% | -11.4% | +28.9% | +17.3% |
| All | +17.5% | -10.5% | +28.0% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling