+211.7%
AEP vs VUG
+398.3%
-186.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | +2.9% | +2.5% | +0.4% | +2.3% |
| 30D | +3.2% | -6.3% | +9.5% | +4.7% |
| 3M | +3.8% | -6.0% | +9.9% | +5.2% |
| 6M | +2.5% | -3.5% | +6.0% | +3.0% |
| YTD | +15.5% | +3.9% | +11.5% | +13.6% |
| 1Y | +9.6% | +5.1% | +4.5% | +7.4% |
| 3Y | +91.2% | +77.9% | +13.3% | +55.5% |
| 5Y | +88.2% | +62.4% | +25.8% | +55.3% |
| All | +211.7% | +398.3% | -186.6% | +53.3% |
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