+338.7%
AEM vs NTNX
+82.3%
+256.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.8% |
| 7D | -2.1% | -3.1% | +1.0% | -2.0% |
| 30D | +8.4% | +2.0% | +6.5% | +8.4% |
| 3M | +27.3% | +34.0% | -6.7% | +26.3% |
| 6M | -9.7% | +72.4% | -82.0% | -11.0% |
| YTD | +19.0% | +27.5% | -8.6% | +18.5% |
| 1Y | +31.5% | -18.7% | +50.2% | +33.9% |
| 3Y | +338.7% | +80.8% | +257.9% | +300.7% |
| All | +338.7% | +82.3% | +256.4% | +300.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 3y: compounded portfolio wealth divided by compounded NTNX 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…
3y analysis · Full analysis span regression · 6 months rolling