+170.5%
AEP vs NOC
+192.5%
-22.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.9% | +0.8% | -1.7% | -1.2% |
| 30D | -1.1% | -9.7% | +8.6% | +1.8% |
| 3M | -3.3% | -5.6% | +2.4% | -1.9% |
| 6M | -4.6% | -28.6% | +23.9% | +4.5% |
| YTD | +9.4% | -7.9% | +17.3% | +10.8% |
| 1Y | +16.9% | -9.5% | +26.5% | +18.9% |
| 3Y | +76.6% | +28.4% | +48.3% | +58.1% |
| 5Y | +66.2% | +59.0% | +7.2% | +36.3% |
| All | +170.5% | +192.5% | -22.0% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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