+346.4%
AEP vs NWSA
+127.4%
+219.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.1% |
| 7D | +1.8% | -1.9% | +3.7% | +2.1% |
| 30D | -0.8% | +4.6% | -5.4% | -1.5% |
| 3M | -1.8% | +13.2% | -15.1% | -3.8% |
| 6M | -5.4% | +27.0% | -32.4% | -9.0% |
| YTD | +10.4% | +16.8% | -6.4% | +7.4% |
| 1Y | +18.2% | +4.5% | +13.6% | +16.7% |
| 3Y | +79.0% | +46.2% | +32.7% | +66.2% |
| 5Y | +64.8% | +40.9% | +23.9% | +51.2% |
| 10Y | +170.8% | +145.1% | +25.7% | +113.4% |
| All | +346.4% | +127.4% | +219.0% | +256.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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