+16.9%
AEP vs NVMI
+32.8%
-15.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.1% |
| 7D | -0.9% | -0.1% | -0.9% | -0.9% |
| 30D | -1.1% | -8.4% | +7.3% | -1.1% |
| 3M | -3.3% | -33.6% | +30.3% | -3.6% |
| 6M | -4.6% | -14.7% | +10.0% | -4.9% |
| YTD | +9.4% | +13.2% | -3.8% | +8.2% |
| 1Y | +16.9% | +29.0% | -12.1% | +18.4% |
| All | +16.9% | +32.8% | -15.8% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 1y: compounded portfolio wealth divided by compounded NVMI 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…
1y analysis · Full analysis span regression · 6 months rolling