+170.5%
AEP vs NVS
+179.5%
-9.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -0.9% | -14.3% | +13.3% | +3.7% |
| 30D | -1.1% | -10.0% | +8.9% | +1.6% |
| 3M | -3.3% | -10.9% | +7.6% | -0.4% |
| 6M | -4.6% | -12.0% | +7.3% | -1.5% |
| YTD | +9.4% | +2.5% | +6.9% | +6.8% |
| 1Y | +16.9% | +10.7% | +6.3% | +10.8% |
| 3Y | +76.6% | +53.3% | +23.3% | +47.0% |
| 5Y | +66.2% | +93.6% | -27.4% | +25.7% |
| All | +170.5% | +179.5% | -9.0% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling