+65.1%
AEP vs VSAT
+45.0%
+20.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.9% | +6.3% | -0.4% |
| 7D | +0.9% | +3.5% | -2.6% | +0.8% |
| 30D | +1.5% | -14.7% | +16.2% | +1.9% |
| 3M | -1.7% | +13.2% | -14.8% | -2.4% |
| 6M | -4.0% | +57.4% | -61.4% | -5.9% |
| YTD | +10.6% | +110.0% | -99.4% | +7.3% |
| 1Y | +18.6% | +134.4% | -115.8% | +14.4% |
| 3Y | +78.7% | +203.5% | -124.8% | +68.0% |
| 5Y | +65.1% | +47.1% | +17.9% | +60.3% |
| All | +65.1% | +45.0% | +20.1% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling