+577.6%
AEM vs NIO
-40.3%
+617.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -2.8% |
| 7D | -5.0% | -7.3% | +2.2% | -4.8% |
| 30D | +8.5% | -22.5% | +31.0% | +9.6% |
| 3M | +29.3% | -30.9% | +60.2% | +31.1% |
| 6M | -12.9% | -37.2% | +24.3% | -11.4% |
| YTD | +16.8% | -29.8% | +46.6% | +18.2% |
| 1Y | +29.8% | -37.4% | +67.2% | +31.8% |
| 3Y | +336.7% | -64.3% | +401.1% | +344.4% |
| 5Y | +299.9% | -90.6% | +390.5% | +310.8% |
| All | +577.6% | -40.3% | +617.9% | +598.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 10y: compounded portfolio wealth divided by compounded NIO 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…
10y analysis · Full analysis span regression · 6 months rolling