+2,320.5%
AEP vs VSH
+1,531.5%
+789.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.8% | -7.7% | +0.4% |
| 7D | +0.7% | +12.8% | -12.0% | -0.4% |
| 30D | +4.8% | -9.0% | +13.8% | +5.1% |
| 3M | +5.4% | -12.2% | +17.5% | +5.8% |
| 6M | +0.4% | -15.9% | +16.3% | -0.2% |
| YTD | +15.5% | +103.2% | -87.7% | +5.8% |
| 1Y | +8.5% | +108.4% | -99.9% | -0.9% |
| 3Y | +84.6% | +41.6% | +43.1% | +71.0% |
| 5Y | +86.9% | +54.6% | +32.3% | +70.4% |
| 10Y | +205.1% | +138.2% | +67.0% | +160.3% |
| All | +2,320.5% | +1,531.5% | +789.0% | +1,515.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling