+66.4%
AEP vs NVT
+399.9%
-333.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.2% | -0.9% |
| 7D | -1.0% | +2.0% | -3.0% | -1.0% |
| 30D | -0.1% | -7.2% | +7.1% | +0.1% |
| 3M | -3.2% | -0.9% | -2.3% | -3.3% |
| 6M | -5.3% | +42.6% | -47.9% | -6.7% |
| YTD | +9.5% | +52.9% | -43.4% | +7.6% |
| 1Y | +17.5% | +64.5% | -47.0% | +15.1% |
| 3Y | +77.0% | +178.0% | -101.0% | +61.7% |
| 5Y | +66.4% | +402.8% | -336.4% | +31.3% |
| All | +66.4% | +399.9% | -333.5% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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