+35,889.1%
VLO vs AEP
+2,223.4%
+33,665.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +5.2% | +1.8% | +3.4% | +4.5% |
| 30D | +22.6% | -0.8% | +23.4% | +22.9% |
| 3M | +43.8% | -1.8% | +45.6% | +44.4% |
| 6M | +65.7% | -5.4% | +71.1% | +68.4% |
| YTD | +131.1% | +10.4% | +120.7% | +120.3% |
| 1Y | +143.6% | +18.2% | +125.5% | +125.5% |
| 3Y | +201.4% | +79.0% | +122.4% | +131.0% |
| 5Y | +568.9% | +64.8% | +504.1% | +421.4% |
| 10Y | +891.8% | +170.8% | +721.0% | +516.6% |
| All | +35,889.1% | +2,223.4% | +33,665.7% | +10,583.3% |
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 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