+1,381.0%
NET vs AEP
+80.4%
+1,300.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.6% |
| 7D | -16.4% | +0.8% | -17.2% | -16.4% |
| 30D | -25.8% | +7.9% | -33.8% | -26.0% |
| 3M | -11.5% | +1.5% | -13.0% | -11.6% |
| 6M | +18.9% | -2.6% | +21.5% | +19.1% |
| YTD | +35.2% | +14.7% | +20.6% | +33.6% |
| 1Y | +14.5% | +10.8% | +3.7% | +13.4% |
| 3Y | +313.8% | +80.6% | +233.2% | +281.1% |
| 5Y | +32.6% | +84.4% | -51.8% | +24.6% |
| All | +1,381.0% | +80.4% | +1,300.6% | +1,277.0% |
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 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