+231.8%
AEIS vs NVMI
+261.9%
-30.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.4% | +3.9% |
| 7D | +2.3% | -0.1% | +2.3% | +2.4% |
| 30D | -14.8% | -8.4% | -6.4% | -9.7% |
| 3M | -15.6% | -33.6% | +18.0% | +9.9% |
| 6M | -8.7% | -14.7% | +6.0% | +1.7% |
| YTD | +37.3% | +13.2% | +24.1% | +28.8% |
| 1Y | +80.3% | +29.0% | +51.3% | +56.7% |
| 3Y | +177.9% | +215.0% | -37.0% | +26.7% |
| All | +231.8% | +261.9% | -30.1% | +37.9% |
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