+67.2%
AEP vs NYT
+38.8%
+28.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -0.9% | -0.6% | -0.3% | -0.9% |
| 30D | -1.1% | +4.6% | -5.6% | -1.4% |
| 3M | -3.3% | -9.6% | +6.3% | -2.7% |
| 6M | -4.6% | -14.0% | +9.4% | -3.8% |
| YTD | +9.4% | -2.8% | +12.3% | +9.1% |
| 1Y | +16.9% | +15.6% | +1.3% | +14.6% |
| 3Y | +76.6% | +56.3% | +20.3% | +65.6% |
| All | +67.2% | +38.8% | +28.4% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 5y: compounded portfolio wealth divided by compounded NYT 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…
5y analysis · Full analysis span regression · 6 months rolling