+644.6%
VRT vs AEP
+80.6%
+564.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +2.9% | +4.0% |
| 7D | +13.6% | +2.0% | +11.6% | +14.5% |
| 30D | +6.8% | +0.5% | +6.3% | +6.9% |
| 3M | -3.2% | -0.3% | -2.9% | -3.2% |
| 6M | +20.3% | -3.5% | +23.8% | +18.8% |
| YTD | +79.6% | +11.3% | +68.3% | +91.0% |
| 1Y | +139.0% | +20.2% | +118.8% | +167.3% |
| 3Y | +644.6% | +79.8% | +564.8% | +888.0% |
| All | +644.6% | +80.6% | +564.0% | +888.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling