-3.1%
NVO vs AEP
+64.8%
-67.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -7.6% | -0.9% | -6.6% | -7.5% |
| 30D | -6.0% | -1.1% | -4.9% | -5.9% |
| 3M | -0.8% | -3.3% | +2.5% | -0.5% |
| 6M | +16.5% | -4.6% | +21.1% | +16.8% |
| YTD | -11.1% | +9.4% | -20.5% | -11.8% |
| 1Y | -16.7% | +16.9% | -33.7% | -17.9% |
| 3Y | -52.9% | +76.6% | -129.6% | -56.2% |
| All | -3.1% | +64.8% | -67.9% | -11.0% |
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