+2,490.2%
NVDL vs AEP
+41.7%
+2,448.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.3% |
| 7D | -10.3% | -0.9% | -9.4% | -11.0% |
| 30D | -7.1% | -1.1% | -6.1% | -7.9% |
| 3M | +6.6% | -3.3% | +9.9% | +4.0% |
| 6M | +21.1% | -4.6% | +25.7% | +17.6% |
| YTD | +15.2% | +9.4% | +5.8% | +25.9% |
| 1Y | +18.8% | +16.9% | +1.9% | +38.0% |
| 3Y | +649.9% | +76.6% | +573.3% | +1,150.3% |
| All | +2,490.2% | +41.7% | +2,448.4% | +4,901.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling