+170.5%
AEP vs VUG
+424.7%
-254.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | -0.9% | -0.5% | -0.5% | -0.8% |
| 30D | -1.1% | -1.0% | -0.1% | -0.8% |
| 3M | -3.3% | +3.5% | -6.8% | -4.3% |
| 6M | -4.6% | +14.2% | -18.8% | -8.2% |
| YTD | +9.4% | +8.5% | +0.9% | +6.6% |
| 1Y | +16.9% | +12.9% | +4.1% | +12.6% |
| 3Y | +76.6% | +85.6% | -9.0% | +42.1% |
| 5Y | +66.2% | +78.1% | -11.9% | +32.8% |
| All | +170.5% | +424.7% | -254.2% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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