+753.5%
AEP vs NDAQ
+2,327.9%
-1,574.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.1% |
| 7D | +1.8% | -2.4% | +4.2% | +2.2% |
| 30D | -0.8% | +2.5% | -3.3% | -1.2% |
| 3M | -1.8% | +9.9% | -11.8% | -3.6% |
| 6M | -5.4% | +9.4% | -14.8% | -7.2% |
| YTD | +10.4% | +0.4% | +10.0% | +9.6% |
| 1Y | +18.2% | +4.0% | +14.1% | +16.4% |
| 3Y | +79.0% | +94.4% | -15.4% | +57.2% |
| 5Y | +64.8% | +56.7% | +8.1% | +49.2% |
| 10Y | +170.8% | +375.3% | -204.4% | +105.0% |
| All | +753.5% | +2,327.9% | -1,574.4% | +479.1% |
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