+13.8%
VRT vs AEP
+10.7%
+3.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.5% | -12.4% | -12.9% |
| 7D | -15.4% | +0.8% | -16.2% | -15.4% |
| 30D | -19.0% | +7.9% | -26.9% | -20.0% |
| 3M | -23.8% | +1.5% | -25.3% | -24.2% |
| 6M | -37.9% | -2.6% | -35.3% | -37.8% |
| YTD | +27.0% | +14.7% | +12.3% | +24.2% |
| 1Y | +13.8% | +10.8% | +3.0% | +13.2% |
| All | +13.8% | +10.7% | +3.1% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling