+27.2%
NFLX vs AEP
+64.9%
-37.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -8.1% | +0.9% | -9.0% | -8.2% |
| 30D | -0.3% | +1.5% | -1.8% | -0.5% |
| 3M | -6.6% | -1.7% | -4.9% | -6.4% |
| 6M | -22.7% | -4.0% | -18.6% | -22.3% |
| YTD | -18.9% | +10.6% | -29.5% | -19.9% |
| 1Y | -39.8% | +18.6% | -58.4% | -41.0% |
| 3Y | +71.7% | +78.7% | -7.0% | +55.2% |
| 5Y | +27.2% | +65.1% | -37.8% | +24.3% |
| All | +27.2% | +64.9% | -37.7% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling