+1,024.4%
VRT vs AEP
+68.7%
+955.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +2.9% | +3.7% |
| 7D | +13.6% | +2.0% | +11.6% | +13.6% |
| 30D | +6.8% | +0.5% | +6.3% | +6.8% |
| 3M | -3.2% | -0.3% | -2.9% | -3.3% |
| 6M | +20.3% | -3.5% | +23.8% | +20.3% |
| YTD | +79.6% | +11.3% | +68.3% | +79.7% |
| 1Y | +139.0% | +20.2% | +118.8% | +139.7% |
| 3Y | +644.6% | +79.8% | +564.8% | +566.6% |
| 5Y | +1,024.4% | +65.6% | +958.8% | +905.7% |
| All | +1,024.4% | +68.7% | +955.7% | +905.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling