+958.6%
AEE vs NVMI
+1,976.9%
-1,018.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.4% |
| 7D | +1.1% | +6.9% | -5.9% | +0.9% |
| 30D | 0.0% | -2.8% | +2.8% | +0.1% |
| 3M | -0.9% | -27.3% | +26.4% | -0.3% |
| 6M | -2.4% | -13.7% | +11.3% | -2.4% |
| YTD | +8.6% | +13.8% | -5.2% | +7.9% |
| 1Y | +10.2% | +34.9% | -24.7% | +8.8% |
| 3Y | +47.8% | +213.5% | -165.7% | +41.6% |
| 5Y | +40.1% | +272.5% | -232.4% | +32.9% |
| 10Y | +195.0% | +3,142.4% | -2,947.4% | +163.7% |
| All | +958.6% | +1,976.9% | -1,018.4% | +765.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling