+443.2%
AEM vs NVT
+731.8%
-288.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.8% | +1.4% |
| 7D | -2.1% | +4.1% | -6.2% | -2.5% |
| 30D | +8.4% | -5.1% | +13.6% | +8.9% |
| 3M | +27.3% | -1.2% | +28.5% | +27.1% |
| 6M | -9.7% | +46.6% | -56.2% | -12.9% |
| YTD | +19.0% | +60.0% | -41.0% | +13.9% |
| 1Y | +31.5% | +70.8% | -39.3% | +25.3% |
| 3Y | +338.7% | +187.5% | +151.2% | +300.7% |
| 5Y | +307.4% | +426.1% | -118.7% | +256.7% |
| All | +443.2% | +731.8% | -288.6% | +332.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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