+2,397.0%
VRT vs AEP
+134.9%
+2,262.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.7% | -5.5% |
| 7D | -7.7% | -1.0% | -6.7% | -7.6% |
| 30D | -12.0% | -0.1% | -11.9% | -11.9% |
| 3M | -11.7% | -3.2% | -8.5% | -11.5% |
| 6M | -8.1% | -5.3% | -2.8% | -7.7% |
| YTD | +53.2% | +9.5% | +43.7% | +51.8% |
| 1Y | +81.7% | +17.5% | +64.2% | +78.8% |
| 3Y | +535.3% | +77.0% | +458.3% | +466.9% |
| 5Y | +916.4% | +66.4% | +850.0% | +829.7% |
| All | +2,397.0% | +134.9% | +2,262.1% | +2,145.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling