+1,053.3%
AEP vs VSAT
+1,536.8%
-483.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.5% |
| 7D | +2.0% | +17.3% | -15.3% | +1.0% |
| 30D | +0.5% | -3.3% | +3.8% | +0.6% |
| 3M | -0.3% | +18.7% | -19.1% | -2.0% |
| 6M | -3.5% | +77.6% | -81.0% | -7.8% |
| YTD | +11.3% | +125.6% | -114.4% | +4.4% |
| 1Y | +20.2% | +158.3% | -138.1% | +11.3% |
| 3Y | +79.8% | +226.1% | -146.4% | +56.4% |
| 5Y | +65.6% | +54.7% | +10.9% | +48.1% |
| 10Y | +169.3% | +3.5% | +165.8% | +140.5% |
| All | +1,053.3% | +1,536.8% | -483.5% | +791.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling