+2,217.8%
AEP vs NI
+5,127.8%
-2,910.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.3% |
| 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% | +4.2% |
| 6M | -4.0% | -10.2% | +6.2% | +2.2% |
| YTD | +10.6% | +1.8% | +8.8% | +9.4% |
| 1Y | +18.6% | +5.7% | +13.0% | +14.5% |
| 3Y | +78.7% | +69.6% | +9.1% | +29.5% |
| 5Y | +65.1% | +95.8% | -30.7% | +10.4% |
| 10Y | +177.7% | +145.1% | +32.6% | +59.1% |
| All | +2,217.8% | +5,127.8% | -2,910.0% | +225.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling