+1,988.6%
NOW vs AEP
+434.2%
+1,554.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | -3.1% | -1.5% | -1.5% | -2.8% |
| 30D | -27.0% | +4.5% | -31.5% | -27.7% |
| 3M | -17.7% | +2.8% | -20.6% | -18.3% |
| 6M | +12.7% | -0.7% | +13.4% | +12.3% |
| YTD | -32.9% | +13.8% | -46.8% | -35.6% |
| 1Y | -40.4% | +9.0% | -49.3% | -42.2% |
| 3Y | -17.1% | +83.0% | -100.1% | -32.2% |
| 5Y | -25.7% | +83.3% | -108.9% | -39.5% |
| 10Y | +504.6% | +194.6% | +310.0% | +352.0% |
| All | +1,988.6% | +434.2% | +1,554.4% | +1,120.3% |
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 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