+138.6%
NOK vs AEP
+174.9%
-36.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.8% |
| 7D | +11.0% | -0.9% | +11.9% | +11.2% |
| 30D | +7.8% | -1.1% | +8.9% | +8.1% |
| 3M | -21.0% | -3.3% | -17.7% | -20.7% |
| 6M | +40.9% | -4.6% | +45.5% | +41.8% |
| YTD | +72.0% | +9.4% | +62.6% | +67.5% |
| 1Y | +140.9% | +16.9% | +124.0% | +130.2% |
| 3Y | +194.3% | +76.6% | +117.6% | +150.1% |
| 5Y | +112.5% | +66.2% | +46.3% | +82.9% |
| All | +138.6% | +174.9% | -36.3% | +99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling