+67.1%
AEP vs NXT
+213.5%
-146.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.2% |
| 7D | +2.9% | -9.4% | +12.3% | +2.9% |
| 30D | +3.2% | +15.1% | -11.9% | +3.1% |
| 3M | +3.8% | -9.1% | +12.9% | +3.8% |
| 6M | +2.5% | -30.3% | +32.8% | +2.6% |
| YTD | +15.5% | +9.1% | +6.4% | +15.1% |
| 1Y | +9.6% | +7.9% | +1.7% | +9.2% |
| 3Y | +91.2% | +176.5% | -85.3% | +84.9% |
| All | +67.1% | +213.5% | -146.4% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling