+172.6%
AEP vs NTNX
+148.8%
+23.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -0.9% | -3.1% | +2.2% | -0.9% |
| 30D | -1.1% | +2.0% | -3.0% | -1.1% |
| 3M | -3.3% | +34.0% | -37.2% | -3.8% |
| 6M | -4.6% | +72.4% | -77.0% | -5.7% |
| YTD | +9.4% | +27.5% | -18.1% | +8.8% |
| 1Y | +16.9% | -18.7% | +35.7% | +17.4% |
| 3Y | +76.6% | +80.8% | -4.1% | +72.0% |
| 5Y | +66.2% | +54.5% | +11.7% | +61.0% |
| All | +172.6% | +148.8% | +23.9% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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