+1,747.1%
NXPI vs AEP
+533.4%
+1,213.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | +1.9% | +1.8% | +0.1% | +1.4% |
| 30D | -1.4% | -0.8% | -0.6% | -1.2% |
| 3M | -29.1% | -1.8% | -27.2% | -28.9% |
| 6M | +6.2% | -5.4% | +11.6% | +7.5% |
| YTD | +5.9% | +10.4% | -4.6% | +1.9% |
| 1Y | +2.9% | +18.2% | -15.3% | -3.6% |
| 3Y | +14.5% | +79.0% | -64.5% | -10.1% |
| 5Y | +17.1% | +64.8% | -47.8% | -6.0% |
| 10Y | +193.4% | +170.8% | +22.5% | +84.3% |
| All | +1,747.1% | +533.4% | +1,213.7% | +418.4% |
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