+76.8%
AEP vs NVS
+54.6%
+22.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.0% | -15.7% | +14.7% | +3.2% |
| 30D | -0.1% | -11.1% | +11.0% | +2.2% |
| 3M | -3.2% | -7.2% | +4.0% | -2.4% |
| 6M | -5.3% | -12.3% | +7.0% | -2.8% |
| YTD | +9.5% | +2.8% | +6.8% | +6.6% |
| 1Y | +17.5% | +11.9% | +5.6% | +10.9% |
| All | +76.8% | +54.6% | +22.3% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling