+1,937.6%
AEM vs NVS
+1,074.0%
+863.6%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -2.1% | -14.3% | +12.1% | +2.1% |
| 30D | +8.4% | -10.0% | +18.4% | +11.4% |
| 3M | +27.3% | -10.9% | +38.2% | +30.9% |
| 6M | -9.7% | -12.0% | +2.3% | -6.6% |
| YTD | +19.0% | +2.5% | +16.4% | +17.5% |
| 1Y | +31.5% | +10.7% | +20.8% | +26.8% |
| 3Y | +338.7% | +53.3% | +285.4% | +282.3% |
| 5Y | +307.4% | +93.6% | +213.8% | +231.3% |
| 10Y | +370.9% | +180.6% | +190.3% | +239.6% |
| All | +1,937.6% | +1,074.0% | +863.6% | +974.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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