+75.0%
AEP vs NVD
-99.1%
+174.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.5% | -5.4% | -1.1% |
| 7D | -1.0% | +9.0% | -10.0% | -1.3% |
| 30D | -0.1% | -5.5% | +5.4% | 0.0% |
| 3M | -3.2% | -24.6% | +21.4% | -2.4% |
| 6M | -5.3% | -42.1% | +36.8% | -3.8% |
| YTD | +9.5% | -44.3% | +53.9% | +11.2% |
| 1Y | +17.5% | -54.2% | +71.7% | +19.9% |
| 3Y | +77.0% | -99.1% | +176.1% | +97.8% |
| All | +75.0% | -99.1% | +174.1% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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