+472.4%
NEM vs AEP
+2,240.6%
-1,768.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | +3.9% | +2.0% | +1.9% | +3.4% |
| 30D | +12.7% | +0.5% | +12.2% | +12.5% |
| 3M | +28.7% | -0.3% | +29.0% | +28.5% |
| 6M | +9.8% | -3.5% | +13.2% | +10.5% |
| YTD | +28.1% | +11.3% | +16.8% | +24.4% |
| 1Y | +69.3% | +20.2% | +49.1% | +61.3% |
| 3Y | +247.7% | +79.8% | +167.9% | +200.5% |
| 5Y | +153.4% | +65.6% | +87.8% | +122.7% |
| 10Y | +291.3% | +169.3% | +122.0% | +207.7% |
| All | +472.4% | +2,240.6% | -1,768.1% | +318.0% |
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