+366.7%
AEP vs NWSA
+102.5%
+264.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.2% |
| 7D | +2.9% | +2.2% | +0.7% | +2.5% |
| 30D | +3.2% | -8.8% | +12.0% | +4.4% |
| 3M | +3.8% | -6.5% | +10.3% | +4.6% |
| 6M | +2.5% | +1.5% | +1.0% | +1.8% |
| YTD | +15.5% | +4.0% | +11.4% | +14.0% |
| 1Y | +9.6% | +3.4% | +6.2% | +8.2% |
| 3Y | +91.2% | +34.8% | +56.3% | +79.2% |
| 5Y | +88.2% | +18.4% | +69.8% | +77.1% |
| 10Y | +205.1% | +149.2% | +55.9% | +140.5% |
| All | +366.7% | +102.5% | +264.2% | +277.9% |
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