+535.0%
AEP vs VT
+374.2%
+160.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | +1.8% | +0.4% | +1.3% | +1.6% |
| 30D | -0.8% | +1.0% | -1.8% | -1.3% |
| 3M | -1.8% | +2.4% | -4.2% | -3.3% |
| 6M | -5.4% | +12.0% | -17.4% | -11.1% |
| YTD | +10.4% | +15.3% | -4.9% | +2.1% |
| 1Y | +18.2% | +22.6% | -4.4% | +5.7% |
| 3Y | +79.0% | +74.7% | +4.3% | +31.0% |
| 5Y | +64.8% | +66.1% | -1.3% | +22.5% |
| 10Y | +170.8% | +225.0% | -54.2% | +35.1% |
| All | +535.0% | +374.2% | +160.8% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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