+66.4%
AEP vs VMC
+47.2%
+19.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.0% |
| 7D | -1.0% | -3.7% | +2.7% | -0.4% |
| 30D | -0.1% | -12.8% | +12.7% | +2.2% |
| 3M | -3.2% | -7.9% | +4.7% | -2.0% |
| 6M | -5.3% | -7.5% | +2.2% | -4.3% |
| YTD | +9.5% | -11.6% | +21.2% | +11.2% |
| 1Y | +17.5% | -14.3% | +31.8% | +19.8% |
| 3Y | +77.0% | +18.5% | +58.5% | +66.0% |
| 5Y | +66.4% | +46.8% | +19.6% | +43.7% |
| All | +66.4% | +47.2% | +19.2% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling