-4.0%
AEP vs NI
-8.7%
+4.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.2% |
| 7D | +0.9% | +1.3% | -0.4% | -0.1% |
| 30D | +1.5% | -0.3% | +1.8% | +1.7% |
| 3M | -1.7% | -9.5% | +7.8% | +5.9% |
| 6M | -4.0% | -10.2% | +6.2% | +4.3% |
| All | -4.0% | -8.7% | +4.6% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 6mo: compounded portfolio wealth divided by compounded NI 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…
6mo analysis · Full analysis span regression · 6 months rolling