+1,449.6%
NET vs AEP
+73.8%
+1,375.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -7.0% | +1.8% | -8.8% | -7.0% |
| 30D | -4.8% | -0.8% | -4.0% | -4.8% |
| 3M | +3.8% | -1.8% | +5.7% | +3.9% |
| 6M | +50.0% | -5.4% | +55.4% | +50.3% |
| YTD | +41.5% | +10.4% | +31.0% | +40.0% |
| 1Y | +32.8% | +18.2% | +14.7% | +30.6% |
| 3Y | +335.9% | +79.0% | +256.9% | +299.9% |
| 5Y | +113.8% | +64.8% | +49.0% | +101.7% |
| All | +1,449.6% | +73.8% | +1,375.8% | +1,342.4% |
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 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