+170.8%
AEP vs NDAQ
+370.8%
-200.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | -0.3% |
| 7D | -1.0% | -6.8% | +5.8% | +1.1% |
| 30D | -0.1% | -3.2% | +3.1% | +0.8% |
| 3M | -3.2% | +6.5% | -9.7% | -5.5% |
| 6M | -5.3% | +5.7% | -11.0% | -7.7% |
| YTD | +9.5% | -4.6% | +14.2% | +9.8% |
| 1Y | +17.5% | -1.6% | +19.1% | +16.2% |
| 3Y | +77.0% | +86.4% | -9.5% | +35.1% |
| 5Y | +66.4% | +50.3% | +16.1% | +35.6% |
| All | +170.8% | +370.8% | -200.0% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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