+373.4%
VST vs AEP
+79.3%
+294.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | +8.9% | +1.8% | +7.1% | +8.7% |
| 30D | +6.2% | -0.8% | +7.0% | +6.3% |
| 3M | -2.7% | -1.8% | -0.9% | -2.6% |
| 6M | -8.4% | -5.4% | -3.0% | -8.1% |
| YTD | -7.2% | +10.4% | -17.6% | -7.0% |
| 1Y | -20.9% | +18.2% | -39.1% | -20.0% |
| All | +373.4% | +79.3% | +294.1% | +335.9% |
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