+245.9%
AEP vs VTEB
+26.0%
+219.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | 0.0% |
| 7D | +0.9% | -0.7% | +1.6% | +1.7% |
| 30D | +1.5% | -2.1% | +3.6% | +3.9% |
| 3M | -1.7% | -2.7% | +1.0% | +1.3% |
| 6M | -4.0% | -2.1% | -1.9% | -1.7% |
| YTD | +10.6% | -1.1% | +11.7% | +12.0% |
| 1Y | +18.6% | +1.3% | +17.3% | +16.9% |
| 3Y | +78.7% | +9.0% | +69.7% | +62.6% |
| 5Y | +65.1% | +1.5% | +63.6% | +61.5% |
| 10Y | +177.7% | +18.5% | +159.2% | +131.8% |
| All | +245.9% | +26.0% | +219.9% | +177.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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