+1,972.6%
NOW vs AEP
+426.7%
+1,545.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -3.0% | -2.8% | -0.2% | -2.4% |
| 30D | -26.0% | +3.6% | -29.7% | -26.6% |
| 3M | -13.1% | +1.8% | -14.9% | -13.6% |
| 6M | +14.5% | -3.1% | +17.6% | +14.7% |
| YTD | -33.4% | +12.2% | -45.7% | -35.9% |
| 1Y | -40.6% | +9.1% | -49.8% | -42.5% |
| 3Y | -16.3% | +77.9% | -94.2% | -31.0% |
| 5Y | -26.3% | +78.1% | -104.4% | -39.6% |
| 10Y | +512.7% | +187.8% | +324.9% | +360.0% |
| All | +1,972.6% | +426.7% | +1,545.9% | +1,114.2% |
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