+995.9%
AEP vs VTR
+1,484.0%
-488.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +0.9% | -2.9% | +3.8% | +1.4% |
| 30D | +1.5% | -2.8% | +4.3% | +1.9% |
| 3M | -1.7% | +9.0% | -10.7% | -3.2% |
| 6M | -4.0% | +5.0% | -9.0% | -5.0% |
| YTD | +10.6% | +16.9% | -6.3% | +7.5% |
| 1Y | +18.6% | +34.3% | -15.7% | +12.6% |
| 3Y | +78.7% | +131.6% | -52.9% | +54.4% |
| 5Y | +65.1% | +88.0% | -22.9% | +46.5% |
| 10Y | +177.7% | +97.8% | +80.0% | +132.5% |
| All | +995.9% | +1,484.0% | -488.1% | +641.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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