+294.9%
AEM vs NVTS
-14.2%
+309.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.5% |
| 7D | +4.3% | +9.7% | -5.4% | +4.0% |
| 30D | +13.1% | -13.6% | +26.7% | +13.7% |
| 3M | +24.8% | -51.0% | +75.8% | +27.4% |
| 6M | -8.2% | +46.3% | -54.6% | -10.0% |
| YTD | +19.8% | +68.1% | -48.2% | +16.9% |
| 1Y | +32.1% | +113.9% | -81.8% | +28.2% |
| 3Y | +348.2% | +45.3% | +302.9% | +336.7% |
| All | +294.9% | -14.2% | +309.1% | +267.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling