+145.0%
AEP vs NVT
+732.7%
-587.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | +0.4% |
| 7D | +2.0% | +10.4% | -8.4% | +1.1% |
| 30D | +0.5% | -1.3% | +1.8% | +0.6% |
| 3M | -0.3% | -0.6% | +0.3% | -0.6% |
| 6M | -3.5% | +53.8% | -57.2% | -8.0% |
| YTD | +11.3% | +60.2% | -48.9% | +5.5% |
| 1Y | +20.2% | +76.8% | -56.5% | +12.7% |
| 3Y | +79.8% | +191.2% | -111.5% | +54.2% |
| 5Y | +65.6% | +430.9% | -365.4% | +26.7% |
| All | +145.0% | +732.7% | -587.8% | +66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling