+831.8%
AEP vs VTV
+712.5%
+119.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | +0.9% | -0.7% | +1.6% | +1.3% |
| 30D | +1.5% | -0.5% | +2.0% | +1.8% |
| 3M | -1.7% | +5.3% | -7.0% | -4.9% |
| 6M | -4.0% | +12.9% | -16.9% | -11.1% |
| YTD | +10.6% | +18.5% | -7.9% | -0.7% |
| 1Y | +18.6% | +25.3% | -6.7% | +2.7% |
| 3Y | +78.7% | +68.2% | +10.5% | +27.3% |
| 5Y | +65.1% | +80.6% | -15.6% | +12.2% |
| 10Y | +177.7% | +232.9% | -55.2% | +24.1% |
| All | +831.8% | +712.5% | +119.4% | +112.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling