+66.4%
AEP vs NSC
+44.4%
+22.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.0% | -1.4% | +0.4% | -0.7% |
| 30D | -0.1% | -3.4% | +3.3% | +0.7% |
| 3M | -3.2% | +5.1% | -8.3% | -4.4% |
| 6M | -5.3% | +9.2% | -14.5% | -7.4% |
| YTD | +9.5% | +13.4% | -3.9% | +6.0% |
| 1Y | +17.5% | +20.8% | -3.3% | +12.0% |
| 3Y | +77.0% | +76.1% | +0.9% | +47.6% |
| 5Y | +66.4% | +45.3% | +21.1% | +41.4% |
| All | +66.4% | +44.4% | +22.0% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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