+9.6%
AEP vs NVTS
+6.9%
+2.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.6% | +0.2% |
| 7D | +2.9% | +3.9% | -1.1% | +2.9% |
| 30D | +3.2% | -4.3% | +7.5% | +3.2% |
| 3M | +3.8% | -34.5% | +38.3% | +3.6% |
| 6M | +2.5% | -57.7% | +60.2% | +2.2% |
| YTD | +15.5% | +25.4% | -9.9% | +14.9% |
| 1Y | +9.6% | +13.1% | -3.5% | +8.7% |
| All | +9.6% | +6.9% | +2.7% | +8.7% |
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