+170.5%
AEP vs VIG
+250.0%
-79.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.6% |
| 7D | -0.9% | -1.1% | +0.1% | -0.3% |
| 30D | -1.1% | -2.7% | +1.7% | +0.6% |
| 3M | -3.3% | +2.5% | -5.8% | -4.8% |
| 6M | -4.6% | +9.2% | -13.9% | -9.8% |
| YTD | +9.4% | +9.8% | -0.4% | +3.0% |
| 1Y | +16.9% | +12.4% | +4.5% | +8.3% |
| 3Y | +76.6% | +55.9% | +20.7% | +30.4% |
| 5Y | +66.2% | +63.9% | +2.2% | +17.7% |
| All | +170.5% | +250.0% | -79.5% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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