+409.0%
AEIS vs NVMI
+1,976.9%
-1,568.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | +6.5% | +6.9% | -0.5% | +4.7% |
| 30D | -9.2% | -2.8% | -6.3% | -8.4% |
| 3M | -8.3% | -27.3% | +19.0% | 0.0% |
| 6M | -6.3% | -13.7% | +7.3% | -1.7% |
| YTD | +36.5% | +13.8% | +22.7% | +34.5% |
| 1Y | +84.8% | +34.9% | +49.9% | +75.6% |
| 3Y | +176.6% | +213.5% | -36.9% | +116.4% |
| 5Y | +237.1% | +272.5% | -35.4% | +155.8% |
| 10Y | +554.7% | +3,142.4% | -2,587.7% | +261.1% |
| All | +409.0% | +1,976.9% | -1,568.0% | +118.5% |
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