+51.2%
NXPI vs AEP
+85.5%
-34.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +6.8% | +2.9% | +3.9% | +7.2% |
| 30D | +20.0% | +3.2% | +16.8% | +20.6% |
| 3M | +14.8% | +3.8% | +11.0% | +15.4% |
| 6M | -10.5% | +2.5% | -13.0% | -10.2% |
| YTD | +23.7% | +15.5% | +8.3% | +26.8% |
| 1Y | +34.1% | +9.6% | +24.5% | +36.2% |
| 3Y | +51.2% | +91.2% | -39.9% | +55.1% |
| All | +51.2% | +85.5% | -34.3% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling