+87.8%
AEP vs NDAQ
+68.2%
+19.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | +2.5% | +1.7% | +0.8% | +2.2% |
| 30D | +3.4% | +16.2% | -12.9% | +0.8% |
| 3M | +4.2% | +14.0% | -9.8% | +1.8% |
| 6M | -0.8% | +22.3% | -23.1% | -4.5% |
| YTD | +15.2% | +13.0% | +2.2% | +12.5% |
| 1Y | +8.3% | +24.0% | -15.7% | +3.4% |
| 3Y | +84.2% | +117.1% | -32.9% | +47.8% |
| 5Y | +87.8% | +67.5% | +20.3% | +59.6% |
| All | +87.8% | +68.2% | +19.6% | +59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling