+1,700.7%
NOK vs AEP
+1,828.1%
-127.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +9.3% | +0.9% | +8.5% | +9.0% |
| 30D | +17.9% | +1.5% | +16.4% | +17.2% |
| 3M | -22.3% | -1.7% | -20.6% | -22.1% |
| 6M | +36.4% | -4.0% | +40.4% | +37.6% |
| YTD | +66.3% | +10.6% | +55.7% | +59.1% |
| 1Y | +134.4% | +18.6% | +115.8% | +117.9% |
| 3Y | +186.6% | +78.7% | +107.9% | +126.0% |
| 5Y | +102.7% | +65.1% | +37.6% | +62.8% |
| 10Y | +129.8% | +177.7% | -47.9% | +45.2% |
| All | +1,700.7% | +1,828.1% | -127.4% | +596.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling