+76.6%
AEP vs NVMI
+207.9%
-131.2%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | 0.0% |
| 7D | -0.9% | -0.1% | -0.9% | -0.9% |
| 30D | -1.1% | -8.4% | +7.3% | -1.4% |
| 3M | -3.3% | -33.6% | +30.3% | -5.0% |
| 6M | -4.6% | -14.7% | +10.0% | -4.8% |
| YTD | +9.4% | +13.2% | -3.8% | +11.3% |
| 1Y | +16.9% | +29.0% | -12.1% | +20.4% |
| 3Y | +76.6% | +215.0% | -138.3% | +82.7% |
| All | +76.6% | +207.9% | -131.2% | +82.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling