+172.5%
VEA vs AEP
+494.5%
-321.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.8% |
| 7D | +1.9% | +2.0% | -0.1% | +0.9% |
| 30D | +0.8% | +0.5% | +0.3% | +0.5% |
| 3M | +5.7% | -0.3% | +6.0% | +5.4% |
| 6M | +13.3% | -3.5% | +16.8% | +14.4% |
| YTD | +18.4% | +11.3% | +7.1% | +11.6% |
| 1Y | +27.0% | +20.2% | +6.7% | +15.0% |
| 3Y | +79.3% | +79.8% | -0.5% | +30.4% |
| 5Y | +62.1% | +65.6% | -3.4% | +20.3% |
| 10Y | +160.3% | +169.3% | -9.0% | +35.9% |
| All | +172.5% | +494.5% | -321.9% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling