+67.2%
AEP vs VWO
+34.0%
+33.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -0.9% | -1.8% | +0.8% | -0.7% |
| 30D | -1.1% | -0.1% | -1.0% | -1.1% |
| 3M | -3.3% | +2.2% | -5.5% | -3.7% |
| 6M | -4.6% | +8.8% | -13.4% | -6.1% |
| YTD | +9.4% | +12.4% | -3.0% | +7.1% |
| 1Y | +16.9% | +15.6% | +1.4% | +13.8% |
| 3Y | +76.6% | +62.5% | +14.1% | +59.6% |
| All | +67.2% | +34.0% | +33.1% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 5y: compounded portfolio wealth divided by compounded VWO 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…
5y analysis · Full analysis span regression · 6 months rolling