+16.9%
AEP vs NVTS
+105.1%
-88.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -0.1% |
| 7D | -0.9% | -1.4% | +0.5% | -0.9% |
| 30D | -1.1% | -16.5% | +15.5% | -1.0% |
| 3M | -3.3% | -47.6% | +44.4% | -3.1% |
| 6M | -4.6% | +7.3% | -11.9% | -5.4% |
| YTD | +9.4% | +62.9% | -53.5% | +7.3% |
| 1Y | +16.9% | +91.3% | -74.3% | +15.4% |
| All | +16.9% | +105.1% | -88.2% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling