+32,286.5%
NVO vs AEP
+2,226.6%
+30,059.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -4.7% | +0.9% | -5.6% | -4.9% |
| 30D | -5.4% | +1.5% | -6.9% | -5.8% |
| 3M | +7.0% | -1.7% | +8.6% | +7.3% |
| 6M | +17.6% | -4.0% | +21.6% | +18.6% |
| YTD | -8.0% | +10.6% | -18.6% | -10.6% |
| 1Y | -13.8% | +18.6% | -32.5% | -17.8% |
| 3Y | -50.3% | +78.7% | -128.9% | -57.7% |
| 5Y | +0.7% | +65.1% | -64.4% | -13.5% |
| 10Y | +155.6% | +177.7% | -22.1% | +88.9% |
| All | +32,286.5% | +2,226.6% | +30,059.9% | +13,588.8% |
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