+79.6%
AEP vs VMC
+21.4%
+58.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.4% | +0.9% |
| 7D | +2.0% | -0.5% | +2.5% | +2.1% |
| 30D | +0.5% | -9.1% | +9.6% | +1.6% |
| 3M | -0.3% | -4.1% | +3.8% | +0.1% |
| 6M | -3.5% | -5.5% | +2.1% | -3.0% |
| YTD | +11.3% | -8.9% | +20.2% | +12.1% |
| 1Y | +20.2% | -12.9% | +33.2% | +21.6% |
| All | +79.6% | +21.4% | +58.3% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling