+91.2%
AEP vs VUG
+80.4%
+10.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.2% |
| 7D | +0.7% | -1.1% | +1.8% | +0.6% |
| 30D | +4.8% | -7.0% | +11.8% | +4.0% |
| 3M | +5.4% | -3.7% | +9.1% | +5.0% |
| 6M | +0.4% | -1.6% | +2.0% | +0.3% |
| YTD | +15.5% | +5.1% | +10.4% | +16.1% |
| 1Y | +8.5% | +3.8% | +4.8% | +8.9% |
| All | +91.2% | +80.4% | +10.8% | +83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling