+170.5%
AEP vs VMC
+156.6%
+13.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -0.9% | -3.8% | +2.8% | -0.4% |
| 30D | -1.1% | -9.7% | +8.6% | +0.3% |
| 3M | -3.3% | -9.6% | +6.4% | -2.1% |
| 6M | -4.6% | -4.8% | +0.2% | -4.2% |
| YTD | +9.4% | -10.9% | +20.3% | +10.7% |
| 1Y | +16.9% | -15.6% | +32.5% | +19.1% |
| 3Y | +76.6% | +19.3% | +57.3% | +69.9% |
| 5Y | +66.2% | +48.0% | +18.2% | +53.7% |
| All | +170.5% | +156.6% | +13.9% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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