+79.6%
AEP vs VSAT
+222.1%
-142.4%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.7% |
| 7D | +2.0% | +17.3% | -15.3% | +1.8% |
| 30D | +0.5% | -3.3% | +3.8% | +0.5% |
| 3M | -0.3% | +18.7% | -19.1% | -0.7% |
| 6M | -3.5% | +77.6% | -81.0% | -4.4% |
| YTD | +11.3% | +125.6% | -114.4% | +9.9% |
| 1Y | +20.2% | +158.3% | -138.1% | +18.6% |
| All | +79.6% | +222.1% | -142.4% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 3y: compounded portfolio wealth divided by compounded VSAT 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…
3y analysis · Full analysis span regression · 6 months rolling