+1,112.0%
VST vs AEP
+186.7%
+925.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.2% | +10.7% | +10.6% |
| 7D | -9.8% | -2.8% | -7.0% | -8.6% |
| 30D | -25.1% | +3.6% | -28.8% | -26.4% |
| 3M | -11.6% | +1.8% | -13.4% | -12.3% |
| 6M | -20.9% | -3.1% | -17.8% | -20.0% |
| YTD | -22.3% | +12.2% | -34.6% | -26.3% |
| 1Y | -32.0% | +9.1% | -41.1% | -34.7% |
| 3Y | +262.4% | +77.9% | +184.5% | +164.9% |
| 5Y | +563.4% | +78.1% | +485.3% | +381.4% |
| All | +1,112.0% | +186.7% | +925.3% | +700.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling