+807.2%
AEP vs VNQ
+386.3%
+420.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.4% |
| 7D | -0.9% | -1.3% | +0.3% | -0.5% |
| 30D | -1.1% | -2.6% | +1.5% | -0.1% |
| 3M | -3.3% | -2.0% | -1.3% | -2.6% |
| 6M | -4.6% | +4.3% | -9.0% | -6.1% |
| YTD | +9.4% | +9.2% | +0.2% | +5.9% |
| 1Y | +16.9% | +5.6% | +11.3% | +14.5% |
| 3Y | +76.6% | +30.8% | +45.8% | +59.2% |
| 5Y | +66.2% | +8.0% | +58.2% | +59.9% |
| 10Y | +174.7% | +63.7% | +111.0% | +126.9% |
| All | +807.2% | +386.3% | +420.9% | +351.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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