+36,299.7%
VLO vs AEP
+2,324.0%
+33,975.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | +6.8% | +2.5% | +4.3% | +5.8% |
| 30D | -17.9% | +3.4% | -21.2% | -18.9% |
| 3M | +13.5% | +4.2% | +9.3% | +11.6% |
| 6M | +53.0% | -0.8% | +53.8% | +52.8% |
| YTD | +133.7% | +15.2% | +118.5% | +119.1% |
| 1Y | +115.7% | +8.3% | +107.4% | +107.1% |
| 3Y | +231.9% | +84.2% | +147.8% | +151.9% |
| 5Y | +471.6% | +87.8% | +383.8% | +322.8% |
| 10Y | +780.7% | +204.4% | +576.3% | +422.8% |
| All | +36,299.7% | +2,324.0% | +33,975.7% | +10,522.9% |
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