+66.4%
AEP vs VSXY
+15.5%
+50.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.9% |
| 7D | -1.0% | -0.3% | -0.7% | -1.0% |
| 30D | -0.1% | -22.1% | +22.0% | +0.5% |
| 3M | -3.2% | -1.1% | -2.1% | -3.3% |
| 6M | -5.3% | +53.8% | -59.1% | -6.8% |
| YTD | +9.5% | +35.5% | -25.9% | +8.0% |
| 1Y | +17.5% | +186.0% | -168.5% | +13.3% |
| 3Y | +77.0% | +343.2% | -266.2% | +62.8% |
| 5Y | +66.4% | +19.0% | +47.4% | +56.0% |
| All | +66.4% | +15.5% | +50.8% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 5y: compounded portfolio wealth divided by compounded VSXY 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…
5y analysis · Full analysis span regression · 6 months rolling