+23.4%
NSC vs AEE
+13.9%
+9.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.5% | -0.1% |
| 7D | +1.8% | +4.7% | -2.9% | -0.2% |
| 30D | +8.8% | +13.4% | -4.6% | +3.3% |
| 3M | +1.2% | +4.1% | -2.8% | -0.5% |
| 6M | +11.3% | +2.0% | +9.3% | +9.8% |
| YTD | +20.7% | +15.6% | +5.1% | +13.2% |
| 1Y | +23.4% | +14.1% | +9.3% | +16.1% |
| All | +23.4% | +13.9% | +9.5% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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