+830.5%
AEP vs VUG
+1,251.8%
-421.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +1.8% | -0.1% | +1.9% | +1.8% |
| 30D | -0.8% | -0.3% | -0.5% | -0.7% |
| 3M | -1.8% | -0.7% | -1.1% | -2.0% |
| 6M | -5.4% | +14.6% | -20.0% | -11.7% |
| YTD | +10.4% | +9.0% | +1.4% | +5.2% |
| 1Y | +18.2% | +14.9% | +3.3% | +9.6% |
| 3Y | +79.0% | +86.0% | -7.1% | +26.6% |
| 5Y | +64.8% | +76.7% | -11.9% | +16.2% |
| 10Y | +170.8% | +411.3% | -240.5% | -4.6% |
| All | +830.5% | +1,251.8% | -421.3% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling