+284.2%
NEE vs AEP
+207.1%
+77.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.4% |
| 7D | -2.1% | +2.9% | -5.0% | -4.3% |
| 30D | +8.6% | +3.2% | +5.4% | +5.8% |
| 3M | -0.3% | +3.8% | -4.1% | -3.3% |
| 6M | -8.9% | +2.5% | -11.4% | -11.1% |
| YTD | +8.3% | +15.5% | -7.1% | -4.1% |
| 1Y | +4.3% | +9.6% | -5.4% | -3.9% |
| 3Y | +70.7% | +91.2% | -20.4% | -1.3% |
| 5Y | +12.8% | +88.2% | -75.4% | -34.4% |
| All | +284.2% | +207.1% | +77.1% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 10y: compounded portfolio wealth divided by compounded AEP 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…
10y analysis · Full analysis span regression · 6 months rolling