+167.1%
NXT vs AEE
+39.2%
+127.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.4% |
| 7D | -2.6% | -0.7% | -1.9% | -2.6% |
| 30D | -22.4% | -2.0% | -20.5% | -22.6% |
| 3M | -27.3% | -2.8% | -24.5% | -27.7% |
| 6M | -28.5% | -3.6% | -24.9% | -28.8% |
| YTD | -6.6% | +7.3% | -13.9% | -6.6% |
| 1Y | +20.4% | +8.7% | +11.7% | +20.5% |
| 3Y | +90.9% | +46.0% | +44.9% | +86.7% |
| All | +167.1% | +39.2% | +127.9% | +153.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 10y: compounded portfolio wealth divided by compounded AEE 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…
10y analysis · Full analysis span regression · 6 months rolling