+65.6%
AEP vs VO
+43.2%
+22.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | +2.0% | +0.6% | +1.4% | +1.8% |
| 30D | +0.5% | -1.1% | +1.6% | +0.9% |
| 3M | -0.3% | +4.5% | -4.9% | -2.0% |
| 6M | -3.5% | +11.1% | -14.5% | -7.3% |
| YTD | +11.3% | +13.5% | -2.3% | +5.8% |
| 1Y | +20.2% | +14.5% | +5.7% | +13.9% |
| 3Y | +79.8% | +58.1% | +21.7% | +46.2% |
| 5Y | +65.6% | +43.3% | +22.3% | +32.8% |
| All | +65.6% | +43.2% | +22.4% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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