+830.5%
AEP vs VO
+827.2%
+3.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +1.8% | -0.3% | +2.1% | +1.9% |
| 30D | -0.8% | -0.3% | -0.5% | -0.7% |
| 3M | -1.8% | +2.9% | -4.8% | -3.4% |
| 6M | -5.4% | +9.3% | -14.7% | -9.8% |
| YTD | +10.4% | +14.2% | -3.7% | +2.8% |
| 1Y | +18.2% | +15.3% | +2.9% | +9.3% |
| 3Y | +79.0% | +56.2% | +22.7% | +39.4% |
| 5Y | +64.8% | +42.4% | +22.4% | +32.8% |
| 10Y | +170.8% | +194.7% | -23.9% | +41.8% |
| All | +830.5% | +827.2% | +3.3% | +132.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling