+77.6%
AEP vs VSXY
+37.7%
+39.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.5% |
| 7D | +0.9% | -10.7% | +11.6% | +1.2% |
| 30D | +1.5% | -24.3% | +25.7% | +2.2% |
| 3M | -1.7% | +1.0% | -2.7% | -1.8% |
| 6M | -4.0% | +57.4% | -61.4% | -5.6% |
| YTD | +10.6% | +39.8% | -29.2% | +8.9% |
| 1Y | +18.6% | +196.5% | -177.9% | +14.3% |
| 3Y | +78.7% | +357.2% | -278.6% | +65.0% |
| 5Y | +65.1% | +18.9% | +46.2% | +59.2% |
| All | +77.6% | +37.7% | +39.9% | +71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling