+11.0%
NEE vs AEP
+63.6%
-52.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.5% |
| 7D | -1.9% | -1.0% | -0.9% | -1.2% |
| 30D | -3.1% | -0.1% | -3.0% | -3.1% |
| 3M | -2.4% | -3.2% | +0.8% | -0.2% |
| 6M | -8.6% | -5.3% | -3.3% | -5.1% |
| YTD | +4.9% | +9.5% | -4.6% | -3.0% |
| 1Y | +19.4% | +17.5% | +1.9% | +3.6% |
| 3Y | +34.9% | +77.0% | -42.1% | -17.2% |
| 5Y | +11.0% | +66.4% | -55.4% | -28.6% |
| All | +11.0% | +63.6% | -52.5% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling