+48.4%
NU vs AEP
+77.1%
-28.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | +6.0% | +2.0% | +4.0% | +5.9% |
| 30D | +10.8% | +0.5% | +10.3% | +10.7% |
| 3M | +32.2% | -0.3% | +32.5% | +32.1% |
| 6M | +5.1% | -3.5% | +8.6% | +5.4% |
| YTD | -8.4% | +11.3% | -19.7% | -9.3% |
| 1Y | +0.7% | +20.2% | -19.5% | -1.1% |
| 3Y | +125.1% | +79.8% | +45.3% | +101.5% |
| All | +48.4% | +77.1% | -28.7% | +62.2% |
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