+67.6%
AEP vs NIO
-90.7%
+158.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.1% |
| 7D | +1.8% | -13.0% | +14.8% | +2.0% |
| 30D | -0.8% | -18.3% | +17.5% | -0.5% |
| 3M | -1.8% | -33.2% | +31.4% | -1.1% |
| 6M | -5.4% | -21.5% | +16.1% | -5.2% |
| YTD | +10.4% | -25.5% | +35.9% | +10.8% |
| 1Y | +18.2% | -38.0% | +56.2% | +18.8% |
| 3Y | +79.0% | -65.5% | +144.4% | +80.6% |
| All | +67.6% | -90.7% | +158.3% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling