+389.6%
NOK vs AEE
+818.5%
-428.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.2% |
| 7D | +9.3% | +1.1% | +8.3% | +8.9% |
| 30D | +17.9% | 0.0% | +17.8% | +17.9% |
| 3M | -22.3% | -0.9% | -21.4% | -22.5% |
| 6M | +36.4% | -2.4% | +38.8% | +36.7% |
| YTD | +66.3% | +8.6% | +57.7% | +58.8% |
| 1Y | +134.4% | +10.2% | +124.3% | +122.0% |
| 3Y | +186.6% | +47.8% | +138.8% | +134.6% |
| 5Y | +102.7% | +40.1% | +62.6% | +68.0% |
| 10Y | +129.8% | +195.0% | -65.2% | +28.5% |
| All | +389.6% | +818.5% | -428.9% | +69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling