+72.4%
NFLX vs AEP
+79.7%
-7.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -1.9% |
| 7D | -5.0% | +2.0% | -7.0% | -5.0% |
| 30D | +3.5% | +0.5% | +3.0% | +3.6% |
| 3M | -7.1% | -0.3% | -6.8% | -7.0% |
| 6M | -22.5% | -3.5% | -19.0% | -22.4% |
| YTD | -18.1% | +11.3% | -29.4% | -17.3% |
| 1Y | -38.3% | +20.2% | -58.6% | -37.2% |
| All | +72.4% | +79.7% | -7.3% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling