+519.5%
AEIS vs NTNX
+148.8%
+370.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.2% | +4.8% |
| 7D | +2.3% | -3.1% | +5.4% | +3.1% |
| 30D | -14.8% | +2.0% | -16.8% | -15.3% |
| 3M | -15.6% | +34.0% | -49.5% | -22.0% |
| 6M | -8.7% | +72.4% | -81.1% | -22.2% |
| YTD | +37.3% | +27.5% | +9.8% | +25.5% |
| 1Y | +80.3% | -18.7% | +99.1% | +84.2% |
| 3Y | +177.9% | +80.8% | +97.2% | +121.6% |
| 5Y | +235.8% | +54.5% | +181.3% | +164.6% |
| All | +519.5% | +148.8% | +370.8% | +281.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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