-8.2%
NFLX vs AEP
+86.9%
-95.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -2.8% |
| 7D | -4.4% | +2.5% | -6.8% | -4.7% |
| 30D | -11.0% | +3.4% | -14.4% | -11.4% |
| 3M | -15.5% | +4.2% | -19.7% | -16.0% |
| 6M | -28.5% | -0.8% | -27.7% | -28.5% |
| YTD | -33.1% | +15.2% | -48.4% | -34.4% |
| 1Y | -45.8% | +8.3% | -54.1% | -46.4% |
| 3Y | +40.2% | +84.2% | -44.0% | +25.5% |
| 5Y | -8.2% | +87.8% | -96.0% | -16.6% |
| All | -8.2% | +86.9% | -95.0% | -16.6% |
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