+3.0%
AA vs NIO
-46.0%
+49.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +2.9% |
| 7D | +1.1% | -1.8% | +3.0% | +1.5% |
| 30D | -1.3% | -6.6% | +5.4% | 0.0% |
| 3M | -23.9% | -29.9% | +6.0% | -18.8% |
| 6M | -36.8% | -46.6% | +9.8% | -29.3% |
| YTD | -22.2% | -36.5% | +14.3% | -16.7% |
| 1Y | +10.4% | -51.1% | +61.5% | +23.7% |
| 3Y | +72.0% | -55.2% | +127.3% | +84.3% |
| 5Y | -15.6% | -92.3% | +76.7% | +11.1% |
| All | +3.0% | -46.0% | +49.0% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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