+549.3%
AEP vs VYM
+487.3%
+62.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | +0.9% | -1.0% | +1.9% | +1.6% |
| 30D | +1.5% | -2.0% | +3.5% | +2.9% |
| 3M | -1.7% | +3.1% | -4.7% | -3.7% |
| 6M | -4.0% | +8.9% | -12.9% | -9.4% |
| YTD | +10.6% | +14.7% | -4.1% | +0.7% |
| 1Y | +18.6% | +19.4% | -0.8% | +4.9% |
| 3Y | +78.7% | +65.4% | +13.3% | +25.3% |
| 5Y | +65.1% | +77.6% | -12.5% | +10.0% |
| 10Y | +177.7% | +207.8% | -30.0% | +23.2% |
| All | +549.3% | +487.3% | +62.0% | +87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling