+41.2%
AEE vs NVMI
+261.9%
-220.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | -2.9% | -8.4% | +5.5% | -3.0% |
| 3M | -2.4% | -33.6% | +31.2% | -2.6% |
| 6M | -2.7% | -14.7% | +12.0% | -2.9% |
| YTD | +7.3% | +13.2% | -6.0% | +7.0% |
| 1Y | +7.5% | +29.0% | -21.5% | +7.3% |
| 3Y | +46.2% | +215.0% | -168.8% | +41.3% |
| All | +41.2% | +261.9% | -220.7% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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