+670.8%
AEP vs VRSK
+586.4%
+84.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -0.9% | -5.2% | +4.2% | +0.4% |
| 30D | -1.1% | -2.3% | +1.3% | -0.7% |
| 3M | -3.3% | -2.9% | -0.4% | -3.1% |
| 6M | -4.6% | -12.8% | +8.2% | -2.1% |
| YTD | +9.4% | -20.8% | +30.2% | +14.9% |
| 1Y | +16.9% | -33.2% | +50.2% | +28.5% |
| 3Y | +76.6% | -26.6% | +103.2% | +86.6% |
| 5Y | +66.2% | -11.3% | +77.5% | +63.5% |
| 10Y | +174.7% | +126.1% | +48.6% | +114.6% |
| All | +670.8% | +586.4% | +84.4% | +383.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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