+2,771.1%
NOW vs AEP
+418.2%
+2,352.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -2.4% | +1.8% | -4.2% | -2.7% |
| 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% | +24.7% |
| YTD | -7.8% | +10.4% | -18.2% | -10.9% |
| 1Y | -21.4% | +18.2% | -39.6% | -25.6% |
| 3Y | +19.5% | +79.0% | -59.4% | -1.9% |
| 5Y | +4.1% | +64.8% | -60.8% | -12.7% |
| 10Y | +826.4% | +170.8% | +655.6% | +603.2% |
| All | +2,771.1% | +418.2% | +2,352.9% | +1,589.6% |
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