+792.4%
AEP vs NDAQ
+2,627.5%
-1,835.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +2.9% | +1.3% | +1.6% | +2.7% |
| 30D | +3.2% | +18.0% | -14.8% | +0.4% |
| 3M | +3.8% | +11.5% | -7.7% | +1.8% |
| 6M | +2.5% | +21.1% | -18.6% | -1.1% |
| YTD | +15.5% | +12.8% | +2.7% | +12.3% |
| 1Y | +9.6% | +25.7% | -16.1% | +4.6% |
| 3Y | +91.2% | +116.8% | -25.7% | +64.9% |
| 5Y | +88.2% | +67.3% | +20.9% | +68.5% |
| 10Y | +205.1% | +473.3% | -268.2% | +124.1% |
| All | +792.4% | +2,627.5% | -1,835.2% | +493.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling