+2,494.8%
NVDL vs AEP
+41.9%
+2,452.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.7% | -5.4% |
| 7D | -8.7% | -1.0% | -7.7% | -9.4% |
| 30D | -1.3% | -0.1% | -1.2% | -1.4% |
| 3M | +11.4% | -3.2% | +14.6% | +8.7% |
| 6M | +22.9% | -5.3% | +28.2% | +18.7% |
| YTD | +15.4% | +9.5% | +5.9% | +26.2% |
| 1Y | +18.8% | +17.5% | +1.3% | +38.6% |
| 3Y | +641.4% | +77.0% | +564.4% | +1,137.6% |
| All | +2,494.8% | +41.9% | +2,452.9% | +4,914.3% |
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