+180.8%
NOK vs AEE
+46.3%
+134.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | +8.7% | -0.7% | +9.4% | +8.8% |
| 30D | +12.5% | -2.0% | +14.5% | +12.7% |
| 3M | -20.7% | -2.8% | -17.9% | -20.9% |
| 6M | +36.2% | -3.6% | +39.7% | +36.1% |
| YTD | +64.1% | +7.3% | +56.8% | +60.7% |
| 1Y | +132.4% | +8.7% | +123.7% | +126.3% |
| All | +180.8% | +46.3% | +134.4% | +141.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 3y: compounded portfolio wealth divided by compounded AEE 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…
3y analysis · Full analysis span regression · 6 months rolling