+65.6%
AEP vs NDAQ
+55.5%
+10.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.0% |
| 7D | +2.0% | -2.6% | +4.6% | +2.4% |
| 30D | +0.5% | +0.5% | 0.0% | +0.4% |
| 3M | -0.3% | +9.9% | -10.2% | -2.0% |
| 6M | -3.5% | +8.2% | -11.7% | -5.1% |
| YTD | +11.3% | -1.5% | +12.8% | +11.3% |
| 1Y | +20.2% | +1.3% | +18.9% | +19.3% |
| 3Y | +79.8% | +92.6% | -12.8% | +48.4% |
| 5Y | +65.6% | +53.8% | +11.7% | +40.7% |
| All | +65.6% | +55.5% | +10.1% | +40.7% |
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