+292.0%
AEM vs NVTS
-16.8%
+308.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | +1.7% |
| 7D | -2.1% | -1.4% | -0.7% | -2.1% |
| 30D | +8.4% | -16.5% | +24.9% | +9.1% |
| 3M | +27.3% | -47.6% | +74.9% | +29.7% |
| 6M | -9.7% | +7.3% | -16.9% | -10.5% |
| YTD | +19.0% | +62.9% | -43.9% | +16.1% |
| 1Y | +31.5% | +91.3% | -59.8% | +28.0% |
| 3Y | +338.7% | +43.4% | +295.3% | +327.6% |
| All | +292.0% | -16.8% | +308.8% | +265.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling