-37.8%
NFLX vs AEP
+16.1%
-53.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.2% | -5.3% |
| 7D | -4.2% | +1.8% | -6.0% | -4.5% |
| 30D | +5.5% | -0.8% | +6.3% | +5.5% |
| 3M | -4.1% | -1.8% | -2.2% | -3.7% |
| 6M | -20.7% | -5.4% | -15.3% | -20.0% |
| YTD | -16.5% | +10.4% | -27.0% | -17.4% |
| 1Y | -37.8% | +18.2% | -55.9% | -38.4% |
| All | -37.8% | +16.1% | -53.9% | -38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling