+836.7%
NOW vs AEP
+168.2%
+668.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -2.4% | +1.8% | -4.2% | -2.8% |
| 30D | +20.5% | -0.8% | +21.3% | +20.7% |
| 3M | +18.3% | -1.8% | +20.2% | +18.5% |
| 6M | +24.1% | -5.4% | +29.4% | +24.8% |
| YTD | -7.8% | +10.4% | -18.2% | -11.2% |
| 1Y | -21.4% | +18.2% | -39.6% | -26.1% |
| 3Y | +19.5% | +79.0% | -59.4% | -5.0% |
| 5Y | +4.1% | +64.8% | -60.8% | -15.2% |
| All | +836.7% | +168.2% | +668.6% | +598.8% |
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