+115.1%
NOK vs AEE
+38.7%
+76.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +11.0% | -0.8% | +11.7% | +11.2% |
| 30D | +7.8% | -2.9% | +10.8% | +8.6% |
| 3M | -21.0% | -2.4% | -18.6% | -21.0% |
| 6M | +40.9% | -2.7% | +43.6% | +41.0% |
| YTD | +72.0% | +7.3% | +64.8% | +66.8% |
| 1Y | +140.9% | +7.5% | +133.4% | +132.9% |
| 3Y | +194.3% | +46.2% | +148.1% | +150.5% |
| All | +115.1% | +38.7% | +76.5% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling