+31.5%
AEM vs NI
+4.4%
+27.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -2.1% | 0.0% | -2.2% | -2.1% |
| 30D | +8.4% | -1.4% | +9.8% | +8.7% |
| 3M | +27.3% | -10.6% | +37.9% | +31.3% |
| 6M | -9.7% | -9.3% | -0.3% | -7.5% |
| YTD | +19.0% | +1.1% | +17.8% | +14.9% |
| 1Y | +31.5% | +3.4% | +28.1% | +25.9% |
| All | +31.5% | +4.4% | +27.1% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling