+2,214.6%
AEP vs VSH
+1,674.8%
+539.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.6% | -0.5% |
| 7D | +1.8% | +4.1% | -2.3% | +1.4% |
| 30D | -0.8% | -4.2% | +3.4% | -0.6% |
| 3M | -1.8% | -50.0% | +48.1% | +3.0% |
| 6M | -5.4% | +80.2% | -85.5% | -11.6% |
| YTD | +10.4% | +121.1% | -110.6% | +1.1% |
| 1Y | +18.2% | +112.0% | -93.8% | +8.2% |
| 3Y | +79.0% | +22.5% | +56.4% | +69.1% |
| 5Y | +64.8% | +64.0% | +0.8% | +50.4% |
| 10Y | +170.8% | +170.4% | +0.5% | +129.9% |
| All | +2,214.6% | +1,674.8% | +539.8% | +1,443.8% |
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