+59.4%
VEA vs AEP
+63.6%
-4.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.0% |
| 7D | -2.1% | -1.0% | -1.1% | -1.9% |
| 30D | -1.1% | -0.1% | -1.0% | -1.1% |
| 3M | +5.1% | -3.2% | +8.3% | +5.6% |
| 6M | +9.8% | -5.3% | +15.1% | +10.7% |
| YTD | +15.9% | +9.5% | +6.4% | +13.0% |
| 1Y | +24.6% | +17.5% | +7.1% | +19.2% |
| 3Y | +75.5% | +77.0% | -1.4% | +48.7% |
| 5Y | +59.4% | +66.4% | -7.0% | +37.8% |
| All | +59.4% | +63.6% | -4.2% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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