Yearly archive

You can use the same possibilities as other custom post type, see the codex. This plugin create the post type archive and you can create a template inside your theme with a loop about the monthly posts.

$args = array(
        'post_type'    => 'archive',
        'type'         => 'monthly',
        'echo'         => 0
    );
    echo '<ul>'.wp_get_archives($args).'</ul>';