+51,846.2%
NFLX vs AEP
+679.9%
+51,166.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.0% | +2.9% | -4.9% | -2.9% |
| 30D | -11.9% | +3.2% | -15.1% | -13.0% |
| 3M | -20.6% | +3.8% | -24.4% | -21.7% |
| 6M | -29.0% | +2.5% | -31.5% | -29.9% |
| YTD | -33.7% | +15.5% | -49.2% | -37.4% |
| 1Y | -46.2% | +9.6% | -55.8% | -48.2% |
| 3Y | +39.8% | +91.2% | -51.4% | +7.5% |
| 5Y | -9.0% | +88.2% | -97.2% | -30.6% |
| 10Y | +441.5% | +205.1% | +236.4% | +217.6% |
| All | +51,846.2% | +679.9% | +51,166.3% | +11,428.7% |
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