+948.7%
VTI vs AEP
+672.7%
+276.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -0.4% | +0.9% | -1.2% | -0.7% |
| 30D | -1.6% | +1.5% | -3.1% | -2.2% |
| 3M | +3.6% | -1.7% | +5.2% | +4.0% |
| 6M | +13.0% | -4.0% | +17.1% | +14.2% |
| YTD | +12.7% | +10.6% | +2.1% | +7.6% |
| 1Y | +18.4% | +18.6% | -0.3% | +9.7% |
| 3Y | +76.4% | +78.7% | -2.3% | +36.1% |
| 5Y | +73.7% | +65.1% | +8.6% | +36.9% |
| 10Y | +302.5% | +177.7% | +124.8% | +149.4% |
| All | +948.7% | +672.7% | +276.0% | +303.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling