+409.6%
NEM vs AEP
+2,329.1%
-1,919.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -6.4% | +2.9% | -9.3% | -7.1% |
| 30D | +1.4% | +3.2% | -1.8% | +0.6% |
| 3M | -0.7% | +3.8% | -4.5% | -1.7% |
| 6M | -4.5% | +2.5% | -7.0% | -5.3% |
| YTD | +14.0% | +15.5% | -1.4% | +9.7% |
| 1Y | +27.3% | +9.6% | +17.7% | +24.0% |
| 3Y | +250.5% | +91.2% | +159.3% | +198.4% |
| 5Y | +121.1% | +88.2% | +32.9% | +88.6% |
| 10Y | +358.3% | +205.1% | +153.2% | +250.6% |
| All | +409.6% | +2,329.1% | -1,919.5% | +268.4% |
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