+16.4%
NXPI vs AEP
+65.9%
-49.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.5% | -1.8% |
| 7D | +0.7% | +2.0% | -1.3% | +0.5% |
| 30D | -6.6% | +0.5% | -7.1% | -6.7% |
| 3M | -25.4% | -0.3% | -25.1% | -25.5% |
| 6M | +11.9% | -3.5% | +15.4% | +12.0% |
| YTD | +4.0% | +11.3% | -7.2% | +2.2% |
| 1Y | +1.0% | +20.2% | -19.2% | -2.2% |
| 3Y | +16.3% | +79.8% | -63.4% | -1.2% |
| All | +16.4% | +65.9% | -49.5% | +0.8% |
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 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