+302.3%
NEM vs AEP
+174.9%
+127.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -1.0% | -0.9% | -0.1% | -0.6% |
| 30D | +7.8% | -1.1% | +8.9% | +8.2% |
| 3M | +30.2% | -3.3% | +33.5% | +31.5% |
| 6M | +9.6% | -4.6% | +14.2% | +11.2% |
| YTD | +27.8% | +9.4% | +18.4% | +22.4% |
| 1Y | +60.7% | +16.9% | +43.8% | +49.5% |
| 3Y | +245.3% | +76.6% | +168.7% | +169.8% |
| 5Y | +155.3% | +66.2% | +89.1% | +103.5% |
| All | +302.3% | +174.9% | +127.4% | +146.7% |
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