+2,214.6%
AEP vs VMC
+3,246.6%
-1,032.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | +1.8% | -4.3% | +6.1% | +2.6% |
| 30D | -0.8% | -8.2% | +7.4% | +0.7% |
| 3M | -1.8% | -7.0% | +5.2% | -0.8% |
| 6M | -5.4% | -10.8% | +5.4% | -3.8% |
| YTD | +10.4% | -7.4% | +17.8% | +11.3% |
| 1Y | +18.2% | -9.5% | +27.6% | +19.5% |
| 3Y | +79.0% | +20.5% | +58.5% | +70.0% |
| 5Y | +64.8% | +51.6% | +13.3% | +48.5% |
| 10Y | +170.8% | +150.0% | +20.8% | +112.2% |
| All | +2,214.6% | +3,246.6% | -1,032.0% | +1,020.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling