+67.2%
AEP vs VYM
+77.5%
-10.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.3% |
| 3M | -3.3% | +3.1% | -6.3% | -5.1% |
| 6M | -4.6% | +9.7% | -14.4% | -10.0% |
| YTD | +9.4% | +14.9% | -5.5% | +0.1% |
| 1Y | +16.9% | +17.6% | -0.6% | +5.3% |
| 3Y | +76.6% | +65.3% | +11.3% | +22.0% |
| All | +67.2% | +77.5% | -10.4% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling