+667.4%
NFLX vs AEP
+175.2%
+492.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.1% |
| 7D | -8.1% | -1.0% | -7.1% | -7.9% |
| 30D | +1.6% | -0.1% | +1.7% | +1.6% |
| 3M | -7.3% | -3.2% | -4.1% | -6.9% |
| 6M | -21.6% | -5.3% | -16.3% | -21.1% |
| YTD | -18.9% | +9.5% | -28.5% | -20.1% |
| 1Y | -39.1% | +17.5% | -56.6% | -40.6% |
| 3Y | +71.7% | +77.0% | -5.3% | +55.1% |
| 5Y | +27.0% | +66.4% | -39.4% | +16.4% |
| All | +667.4% | +175.2% | +492.2% | +558.0% |
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