+2,319.9%
AEP vs VSH
+1,390.4%
+929.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +0.6% |
| 7D | +2.9% | +14.3% | -11.5% | +1.7% |
| 30D | +3.2% | -7.9% | +11.1% | +3.5% |
| 3M | +3.8% | -19.9% | +23.7% | +5.0% |
| 6M | +2.5% | -30.5% | +33.0% | +3.7% |
| YTD | +15.5% | +85.7% | -70.2% | +6.6% |
| 1Y | +9.6% | +98.9% | -89.3% | +0.4% |
| 3Y | +91.2% | +32.1% | +59.1% | +77.9% |
| 5Y | +88.2% | +39.7% | +48.5% | +73.0% |
| 10Y | +205.1% | +117.6% | +87.5% | +162.1% |
| All | +2,319.9% | +1,390.4% | +929.5% | +1,527.1% |
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