+128.5%
AEP vs NIO
-36.8%
+165.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +2.0% | -6.7% | +8.7% | +2.0% |
| 30D | +0.5% | -20.0% | +20.6% | +0.6% |
| 3M | -0.3% | -30.5% | +30.1% | -0.1% |
| 6M | -3.5% | -20.7% | +17.2% | -3.4% |
| YTD | +11.3% | -25.7% | +37.0% | +11.3% |
| 1Y | +20.2% | -38.6% | +58.8% | +20.4% |
| 3Y | +79.8% | -62.3% | +142.0% | +79.9% |
| 5Y | +65.6% | -90.1% | +155.6% | +64.9% |
| All | +128.5% | -36.8% | +165.4% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 10y: compounded portfolio wealth divided by compounded NIO 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…
10y analysis · Full analysis span regression · 6 months rolling