+330.6%
AEM vs NVTS
+32.4%
+298.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +1.0% | -2.8% |
| 7D | -5.0% | +0.5% | -5.5% | -5.1% |
| 30D | +8.5% | -18.0% | +26.5% | +9.2% |
| 3M | +29.3% | -45.6% | +74.9% | +31.4% |
| 6M | -12.9% | +28.5% | -41.4% | -13.9% |
| YTD | +16.8% | +56.2% | -39.4% | +14.9% |
| 1Y | +29.8% | +97.7% | -67.9% | +27.9% |
| All | +330.6% | +32.4% | +298.2% | +326.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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