+211.0%
AEP vs VSH
+124.9%
+86.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +0.1% |
| 7D | +2.5% | +26.2% | -23.7% | +0.8% |
| 30D | +3.4% | -12.5% | +15.9% | +3.9% |
| 3M | +4.2% | -16.9% | +21.1% | +4.9% |
| 6M | -0.8% | -17.0% | +16.2% | -1.7% |
| YTD | +15.2% | +93.8% | -78.6% | +5.5% |
| 1Y | +8.3% | +99.3% | -91.0% | -1.2% |
| 3Y | +84.2% | +35.0% | +49.2% | +71.7% |
| 5Y | +87.8% | +45.8% | +42.0% | +70.9% |
| All | +211.0% | +124.9% | +86.2% | +161.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling