+2,195.5%
AEP vs NYT
+754.3%
+1,441.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -1.0% | -0.7% | -0.3% | -0.9% |
| 30D | -0.1% | +4.5% | -4.5% | -0.6% |
| 3M | -3.2% | -8.5% | +5.3% | -2.4% |
| 6M | -5.3% | -15.1% | +9.8% | -3.8% |
| YTD | +9.5% | -3.3% | +12.8% | +9.4% |
| 1Y | +17.5% | +17.0% | +0.5% | +14.5% |
| 3Y | +77.0% | +55.7% | +21.3% | +65.1% |
| 5Y | +66.4% | +38.9% | +27.5% | +55.2% |
| 10Y | +175.1% | +485.3% | -310.2% | +107.1% |
| All | +2,195.5% | +754.3% | +1,441.1% | +1,392.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling