-38.7%
NOW vs AEP
+10.7%
-49.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.7% |
| 7D | -27.5% | +0.8% | -28.3% | -26.8% |
| 30D | -20.0% | +7.9% | -28.0% | -14.7% |
| 3M | -7.9% | +1.5% | -9.4% | -6.4% |
| 6M | +18.3% | -2.6% | +20.9% | +17.6% |
| YTD | -29.0% | +14.7% | -43.6% | -18.2% |
| 1Y | -38.7% | +10.8% | -49.5% | -29.3% |
| All | -38.7% | +10.7% | -49.4% | -29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling