+291.1%
NSC vs AEE
+219.0%
+72.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +1.6% | +0.6% | +1.0% | +1.3% |
| 30D | +4.2% | +8.8% | -4.6% | 0.0% |
| 3M | -0.2% | +5.1% | -5.3% | -2.7% |
| 6M | +7.6% | +5.2% | +2.4% | +4.6% |
| YTD | +17.4% | +16.1% | +1.3% | +8.6% |
| 1Y | +18.3% | +10.4% | +7.9% | +12.1% |
| 3Y | +79.8% | +63.1% | +16.7% | +37.8% |
| 5Y | +34.3% | +55.6% | -21.3% | +4.4% |
| All | +291.1% | +219.0% | +72.2% | +177.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling