+83.5%
AEP vs NVTS
-36.0%
+119.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.7% |
| 6M | +2.5% | -57.7% | +60.2% | +2.4% |
| YTD | +15.5% | +25.4% | -9.9% | +15.6% |
| 1Y | +9.6% | +13.1% | -3.5% | +9.7% |
| 3Y | +91.2% | +48.9% | +42.2% | +94.6% |
| 5Y | +88.2% | -51.8% | +140.0% | +84.9% |
| All | +83.5% | -36.0% | +119.5% | +81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling