+79.8%
AEP vs NXT
+100.2%
-20.4%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.7% |
| 7D | +2.0% | +2.9% | -0.9% | +2.0% |
| 30D | +0.5% | -17.2% | +17.8% | +0.6% |
| 3M | -0.3% | -32.0% | +31.7% | -0.1% |
| 6M | -3.5% | -15.8% | +12.3% | -3.6% |
| YTD | +11.3% | -1.9% | +13.2% | +10.8% |
| 1Y | +20.2% | +22.5% | -2.3% | +19.4% |
| 3Y | +79.8% | +100.5% | -20.8% | +69.2% |
| All | +79.8% | +100.2% | -20.4% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling