+92.4%
AEP vs VLTO
+54.8%
+37.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -2.8% | +5.4% | -8.2% | -3.5% |
| 30D | +3.6% | +22.3% | -18.7% | +0.8% |
| 3M | +1.8% | +19.6% | -17.8% | -0.7% |
| 6M | -3.1% | +35.2% | -38.3% | -7.1% |
| YTD | +12.2% | +17.9% | -5.6% | +9.6% |
| 1Y | +9.1% | +19.5% | -10.4% | +6.2% |
| 3Y | +77.9% | +73.9% | +4.0% | +64.7% |
| All | +92.4% | +54.8% | +37.5% | +81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling