+5,990.1%
NKE vs AEP
+2,226.6%
+3,763.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -2.3% | +0.9% | -3.2% | -2.6% |
| 30D | -10.4% | +1.5% | -11.9% | -10.9% |
| 3M | -15.5% | -1.7% | -13.8% | -15.2% |
| 6M | -32.6% | -4.0% | -28.6% | -32.1% |
| YTD | -39.8% | +10.6% | -50.4% | -42.2% |
| 1Y | -47.6% | +18.6% | -66.2% | -51.0% |
| 3Y | -59.0% | +78.7% | -137.7% | -67.0% |
| 5Y | -74.9% | +65.1% | -140.0% | -79.4% |
| 10Y | -21.9% | +177.7% | -199.7% | -46.6% |
| All | +5,990.1% | +2,226.6% | +3,763.5% | +1,422.3% |
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