+80.1%
AEP vs VRTX
+186.8%
-106.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | -1.6% | +3.2% | -4.8% | -2.0% |
| 30D | +4.1% | +7.4% | -3.3% | +3.0% |
| 3M | +4.1% | +4.6% | -0.5% | +3.2% |
| 6M | -1.0% | +27.5% | -28.5% | -4.8% |
| YTD | +13.4% | +20.9% | -7.4% | +9.6% |
| 1Y | +6.7% | +30.1% | -23.4% | +1.8% |
| 3Y | +81.3% | +46.6% | +34.6% | +65.2% |
| 5Y | +80.1% | +191.6% | -111.5% | +52.9% |
| All | +80.1% | +186.8% | -106.7% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 VRTX 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