+873.1%
AEP vs VO
+833.6%
+39.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.4% |
| 7D | +0.7% | +0.2% | +0.5% | +0.6% |
| 30D | +4.8% | +2.0% | +2.8% | +3.7% |
| 3M | +5.4% | -0.3% | +5.6% | +5.4% |
| 6M | +0.4% | +7.3% | -6.9% | -3.4% |
| YTD | +15.5% | +15.0% | +0.5% | +7.1% |
| 1Y | +8.5% | +14.7% | -6.2% | +0.7% |
| 3Y | +84.6% | +67.3% | +17.3% | +38.6% |
| 5Y | +86.9% | +38.8% | +48.1% | +52.8% |
| 10Y | +205.1% | +201.6% | +3.6% | +57.7% |
| All | +873.1% | +833.6% | +39.4% | +142.5% |
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