+546.6%
AEP vs VT
+345.0%
+201.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | +0.1% |
| 7D | -2.0% | -4.2% | +2.2% | +0.1% |
| 30D | +4.2% | -5.8% | +10.0% | +7.2% |
| 3M | +1.0% | -5.2% | +6.2% | +3.6% |
| 6M | -6.1% | +0.1% | -6.2% | -6.7% |
| YTD | +12.5% | +8.2% | +4.2% | +7.2% |
| 1Y | +9.1% | +10.1% | -1.0% | +3.0% |
| 3Y | +77.2% | +69.7% | +7.5% | +31.2% |
| 5Y | +78.4% | +53.4% | +25.1% | +38.0% |
| 10Y | +188.3% | +219.2% | -30.9% | +44.5% |
| All | +546.6% | +345.0% | +201.6% | +138.0% |
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