+7,238.0%
NEE vs AEP
+2,223.4%
+5,014.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.6% |
| 7D | +1.9% | +1.8% | +0.2% | +0.8% |
| 30D | -2.2% | -0.8% | -1.3% | -1.7% |
| 3M | -1.2% | -1.8% | +0.7% | -0.2% |
| 6M | -8.6% | -5.4% | -3.2% | -5.5% |
| YTD | +6.2% | +10.4% | -4.3% | -0.7% |
| 1Y | +21.1% | +18.2% | +3.0% | +8.1% |
| 3Y | +36.4% | +79.0% | -42.6% | -6.4% |
| 5Y | +11.4% | +64.8% | -53.5% | -19.5% |
| 10Y | +250.0% | +170.8% | +79.1% | +88.4% |
| All | +7,238.0% | +2,223.4% | +5,014.6% | +1,111.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling