+1,002.3%
AEP vs NVS
+1,078.6%
-76.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -13.9% | +14.7% | +5.1% |
| 7D | +2.0% | -14.6% | +16.6% | +6.6% |
| 30D | +0.5% | -11.9% | +12.4% | +3.9% |
| 3M | -0.3% | -6.0% | +5.6% | +0.8% |
| 6M | -3.5% | -11.4% | +7.9% | -0.6% |
| YTD | +11.3% | +2.9% | +8.3% | +9.1% |
| 1Y | +20.2% | +10.2% | +10.0% | +15.1% |
| 3Y | +79.8% | +55.3% | +24.5% | +53.2% |
| 5Y | +65.6% | +89.6% | -24.1% | +31.7% |
| 10Y | +169.3% | +176.1% | -6.8% | +88.3% |
| All | +1,002.3% | +1,078.6% | -76.3% | +436.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling