+211.0%
AEP vs NDAQ
+472.7%
-261.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | +2.5% | +1.7% | +0.8% | +1.9% |
| 30D | +3.4% | +16.2% | -12.9% | -1.3% |
| 3M | +4.2% | +14.0% | -9.8% | -0.1% |
| 6M | -0.8% | +22.3% | -23.1% | -7.4% |
| YTD | +15.2% | +13.0% | +2.2% | +9.6% |
| 1Y | +8.3% | +24.0% | -15.7% | -0.4% |
| 3Y | +84.2% | +117.1% | -32.9% | +34.3% |
| 5Y | +87.8% | +67.5% | +20.3% | +49.4% |
| All | +211.0% | +472.7% | -261.7% | +55.6% |
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