+2,319.9%
AEP vs NOC
+17,598.2%
-15,278.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +2.9% | +4.8% | -2.0% | +1.8% |
| 30D | +3.2% | +11.0% | -7.8% | +0.8% |
| 3M | +3.8% | -3.8% | +7.6% | +4.5% |
| 6M | +2.5% | +0.6% | +1.9% | +2.0% |
| YTD | +15.5% | -2.3% | +17.8% | +15.1% |
| 1Y | +9.6% | +0.3% | +9.4% | +8.6% |
| 3Y | +91.2% | +24.6% | +66.5% | +78.6% |
| 5Y | +88.2% | +66.0% | +22.2% | +63.4% |
| 10Y | +205.1% | +161.2% | +43.9% | +136.9% |
| All | +2,319.9% | +17,598.2% | -15,278.3% | +978.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling