+603.4%
VLO vs AEP
+65.9%
+537.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.5% | +3.2% |
| 7D | +5.8% | +2.0% | +3.8% | +5.5% |
| 30D | +28.3% | +0.5% | +27.8% | +28.2% |
| 3M | +48.7% | -0.3% | +49.1% | +48.6% |
| 6M | +71.9% | -3.5% | +75.4% | +72.5% |
| YTD | +138.7% | +11.3% | +127.4% | +133.5% |
| 1Y | +148.5% | +20.2% | +128.2% | +139.4% |
| 3Y | +192.7% | +79.8% | +112.9% | +154.4% |
| All | +603.4% | +65.9% | +537.5% | +545.2% |
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 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