+170.5%
AEP vs VYM
+209.2%
-38.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.5% |
| 7D | -0.9% | -0.8% | -0.1% | -0.4% |
| 30D | -1.1% | -2.2% | +1.2% | +0.4% |
| 3M | -3.3% | +3.1% | -6.3% | -5.1% |
| 6M | -4.6% | +9.7% | -14.4% | -10.1% |
| YTD | +9.4% | +14.9% | -5.5% | 0.0% |
| 1Y | +16.9% | +17.6% | -0.6% | +5.2% |
| 3Y | +76.6% | +65.3% | +11.3% | +25.5% |
| 5Y | +66.2% | +78.7% | -12.5% | +11.9% |
| All | +170.5% | +209.2% | -38.7% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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