+4,711.4%
AEM vs NVMI
+1,976.9%
+2,734.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.4% |
| 7D | +3.0% | +6.9% | -3.9% | +2.7% |
| 30D | +12.5% | -2.8% | +15.3% | +12.6% |
| 3M | +26.9% | -27.3% | +54.3% | +28.4% |
| 6M | -9.4% | -13.7% | +4.2% | -9.1% |
| YTD | +20.3% | +13.8% | +6.4% | +19.6% |
| 1Y | +33.8% | +34.9% | -1.1% | +32.1% |
| 3Y | +349.8% | +213.5% | +136.3% | +328.5% |
| 5Y | +301.0% | +272.5% | +28.5% | +278.1% |
| 10Y | +376.1% | +3,142.4% | -2,766.3% | +323.7% |
| All | +4,711.4% | +1,976.9% | +2,734.4% | +4,571.9% |
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