+727.9%
AEP vs VIG
+623.5%
+104.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.2% |
| 7D | +1.8% | -0.4% | +2.2% | +2.1% |
| 30D | -0.8% | -1.0% | +0.2% | -0.2% |
| 3M | -1.8% | +2.8% | -4.6% | -3.8% |
| 6M | -5.4% | +8.2% | -13.6% | -10.7% |
| YTD | +10.4% | +11.0% | -0.6% | +2.2% |
| 1Y | +18.2% | +16.1% | +2.0% | +5.7% |
| 3Y | +79.0% | +56.2% | +22.8% | +27.3% |
| 5Y | +64.8% | +63.0% | +1.9% | +12.7% |
| 10Y | +170.8% | +241.4% | -70.6% | +3.1% |
| All | +727.9% | +623.5% | +104.3% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling