+17.5%
AEP vs NXT
+26.5%
-9.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -1.0% |
| 7D | -1.0% | -2.6% | +1.6% | -1.0% |
| 30D | -0.1% | -22.4% | +22.3% | -0.2% |
| 3M | -3.2% | -27.3% | +24.1% | -3.4% |
| 6M | -5.3% | -28.5% | +23.2% | -5.6% |
| YTD | +9.5% | -6.6% | +16.1% | +8.0% |
| 1Y | +17.5% | +20.4% | -2.9% | +21.3% |
| All | +17.5% | +26.5% | -9.0% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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