+473.2%
VLO vs AEP
+87.7%
+385.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +9.6% | +2.9% | +6.8% | +9.2% |
| 30D | -17.4% | +3.2% | -20.6% | -17.8% |
| 3M | +10.8% | +3.8% | +6.9% | +10.1% |
| 6M | +56.9% | +2.5% | +54.4% | +56.0% |
| YTD | +136.8% | +15.5% | +121.3% | +130.3% |
| 1Y | +120.7% | +9.6% | +111.1% | +116.6% |
| 3Y | +231.9% | +91.2% | +140.8% | +184.4% |
| All | +473.2% | +87.7% | +385.6% | +396.3% |
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