+52,297.5%
NFLX vs AEP
+678.2%
+51,619.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -2.8% |
| 7D | -4.4% | +2.5% | -6.8% | -5.2% |
| 30D | -11.0% | +3.4% | -14.4% | -12.1% |
| 3M | -15.5% | +4.2% | -19.7% | -16.8% |
| 6M | -28.5% | -0.8% | -27.7% | -28.5% |
| YTD | -33.1% | +15.2% | -48.4% | -36.8% |
| 1Y | -45.8% | +8.3% | -54.1% | -47.7% |
| 3Y | +40.2% | +84.2% | -44.0% | +9.3% |
| 5Y | -8.2% | +87.8% | -96.0% | -29.9% |
| 10Y | +446.2% | +204.4% | +241.7% | +220.6% |
| All | +52,297.5% | +678.2% | +51,619.3% | +11,537.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling