+7.8%
AA vs NXT
+181.9%
-174.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.3% |
| 7D | +1.7% | +2.9% | -1.2% | +1.0% |
| 30D | +3.3% | -17.2% | +20.6% | +7.8% |
| 3M | -29.4% | -32.0% | +2.6% | -23.5% |
| 6M | -12.8% | -15.8% | +2.9% | -11.5% |
| YTD | -2.1% | -1.9% | -0.2% | -4.7% |
| 1Y | +62.8% | +22.5% | +40.3% | +48.6% |
| 3Y | +90.5% | +100.5% | -10.1% | +41.0% |
| All | +7.8% | +181.9% | -174.1% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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