-31.7%
NKE vs AEP
+10.7%
-42.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.7% | +5.2% |
| 7D | +9.0% | +0.8% | +8.2% | +9.1% |
| 30D | +19.2% | +7.9% | +11.3% | +20.7% |
| 3M | -1.5% | +1.5% | -2.9% | -1.4% |
| 6M | -4.2% | -2.6% | -1.6% | -4.2% |
| YTD | -34.8% | +14.7% | -49.4% | -33.1% |
| 1Y | -31.7% | +10.8% | -42.5% | -31.0% |
| All | -31.7% | +10.7% | -42.4% | -31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling