+1,097.2%
AEP vs VSAT
+1,481.5%
-384.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.1% |
| 7D | +0.7% | +12.5% | -11.7% | -0.1% |
| 30D | +4.8% | +11.0% | -6.2% | +3.9% |
| 3M | +5.4% | -11.1% | +16.5% | +5.6% |
| 6M | +0.4% | +2.8% | -2.4% | -1.0% |
| YTD | +15.5% | +118.0% | -102.5% | +8.2% |
| 1Y | +8.5% | +97.1% | -88.6% | +2.0% |
| 3Y | +84.6% | +296.8% | -212.2% | +58.2% |
| 5Y | +86.9% | +38.7% | +48.2% | +68.0% |
| 10Y | +205.1% | -7.4% | +212.6% | +173.4% |
| All | +1,097.2% | +1,481.5% | -384.3% | +823.8% |
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