+170.5%
AEP vs VTV
+234.5%
-64.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.5% |
| 7D | -0.9% | -1.1% | +0.2% | -0.3% |
| 30D | -1.1% | -1.0% | 0.0% | -0.5% |
| 3M | -3.3% | +4.6% | -7.9% | -5.9% |
| 6M | -4.6% | +13.5% | -18.1% | -11.6% |
| YTD | +9.4% | +18.5% | -9.1% | -1.3% |
| 1Y | +16.9% | +22.9% | -6.0% | +3.1% |
| 3Y | +76.6% | +67.8% | +8.8% | +27.4% |
| 5Y | +66.2% | +81.8% | -15.7% | +13.9% |
| All | +170.5% | +234.5% | -64.0% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 10y: compounded portfolio wealth divided by compounded VTV 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…
10y analysis · Full analysis span regression · 6 months rolling