+17.5%
AEP vs NDAQ
-1.8%
+19.3%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | -1.2% |
| 7D | -1.0% | -6.8% | +5.8% | -1.6% |
| 30D | -0.1% | -3.2% | +3.1% | -0.4% |
| 3M | -3.2% | +6.5% | -9.7% | -2.4% |
| 6M | -5.3% | +5.7% | -11.0% | -4.6% |
| YTD | +9.5% | -4.6% | +14.2% | +9.9% |
| 1Y | +17.5% | -1.6% | +19.1% | +20.4% |
| All | +17.5% | -1.8% | +19.3% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling