+301.0%
AEM vs NIO
-92.1%
+393.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.9% | -4.6% | +0.8% |
| 7D | +15.8% | +5.6% | +10.2% | +15.3% |
| 30D | +6.2% | -4.2% | +10.4% | +6.6% |
| 3M | +14.3% | -26.3% | +40.6% | +17.1% |
| 6M | +1.4% | -42.5% | +43.9% | +5.6% |
| YTD | +13.7% | -33.5% | +47.3% | +16.9% |
| 1Y | +21.3% | -52.7% | +74.0% | +27.7% |
| 3Y | +309.9% | -57.5% | +367.4% | +321.5% |
| All | +301.0% | -92.1% | +393.0% | +287.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling