+102.8%
NOK vs AEP
+63.6%
+39.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | +8.7% | -1.0% | +9.7% | +8.9% |
| 30D | +12.5% | -0.1% | +12.6% | +12.5% |
| 3M | -20.7% | -3.2% | -17.5% | -20.5% |
| 6M | +36.2% | -5.3% | +41.4% | +37.0% |
| YTD | +64.1% | +9.5% | +54.6% | +59.5% |
| 1Y | +132.4% | +17.5% | +114.9% | +120.9% |
| 3Y | +182.9% | +77.0% | +105.9% | +131.7% |
| 5Y | +102.8% | +66.4% | +36.4% | +72.1% |
| All | +102.8% | +63.6% | +39.2% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling