+2,217.8%
AEP vs NSC
+5,636.1%
-3,418.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | +0.9% | -2.0% | +2.9% | +1.4% |
| 30D | +1.5% | -3.2% | +4.7% | +2.2% |
| 3M | -1.7% | +3.9% | -5.6% | -2.6% |
| 6M | -4.0% | +7.8% | -11.8% | -5.8% |
| YTD | +10.6% | +13.4% | -2.8% | +7.3% |
| 1Y | +18.6% | +20.3% | -1.7% | +13.5% |
| 3Y | +78.7% | +76.1% | +2.6% | +54.6% |
| 5Y | +65.1% | +45.0% | +20.1% | +48.0% |
| 10Y | +177.7% | +335.7% | -158.0% | +88.2% |
| All | +2,217.8% | +5,636.1% | -3,418.3% | +671.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling