+908.7%
VZ vs AEP
+2,261.3%
-1,352.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +2.1% | -2.8% | +5.0% | +3.3% |
| 30D | +1.4% | +3.6% | -2.3% | 0.0% |
| 3M | -1.3% | +1.8% | -3.0% | -2.0% |
| 6M | -0.5% | -3.1% | +2.6% | +0.5% |
| YTD | +19.6% | +12.2% | +7.4% | +14.1% |
| 1Y | +22.4% | +9.1% | +13.2% | +17.9% |
| 3Y | +55.9% | +77.9% | -22.0% | +24.0% |
| 5Y | +20.4% | +78.1% | -57.7% | -5.2% |
| 10Y | +66.9% | +187.8% | -120.9% | +7.5% |
| All | +908.7% | +2,261.3% | -1,352.5% | +109.9% |
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 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