-74.7%
NKE vs AEP
+64.8%
-139.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.2% | -0.9% | -3.2% | -4.0% |
| 30D | -8.2% | -1.1% | -7.1% | -8.0% |
| 3M | -19.1% | -3.3% | -15.8% | -18.6% |
| 6M | -32.6% | -4.6% | -28.0% | -32.1% |
| YTD | -40.7% | +9.4% | -50.1% | -42.7% |
| 1Y | -48.9% | +16.9% | -65.8% | -51.8% |
| 3Y | -59.2% | +76.6% | -135.9% | -68.1% |
| All | -74.7% | +64.8% | -139.5% | -78.7% |
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 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