+170.4%
NXT vs AEE
+40.9%
+129.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.7% |
| 7D | -0.2% | +1.1% | -1.3% | -0.1% |
| 30D | -20.0% | 0.0% | -20.0% | -20.0% |
| 3M | -30.9% | -0.9% | -30.0% | -31.2% |
| 6M | -23.8% | -2.4% | -21.4% | -24.1% |
| YTD | -5.4% | +8.6% | -14.1% | -5.3% |
| 1Y | +28.0% | +10.2% | +17.9% | +28.4% |
| 3Y | +93.3% | +47.8% | +45.5% | +89.3% |
| All | +170.4% | +40.9% | +129.5% | +157.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling