+1,118.7%
AEP vs NVMI
+1,976.9%
-858.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.6% |
| 7D | +0.9% | +6.9% | -6.0% | +0.7% |
| 30D | +1.5% | -2.8% | +4.3% | +1.5% |
| 3M | -1.7% | -27.3% | +25.7% | -1.1% |
| 6M | -4.0% | -13.7% | +9.6% | -4.0% |
| YTD | +10.6% | +13.8% | -3.2% | +9.9% |
| 1Y | +18.6% | +34.9% | -16.2% | +17.3% |
| 3Y | +78.7% | +213.5% | -134.8% | +71.2% |
| 5Y | +65.1% | +272.5% | -207.4% | +56.5% |
| 10Y | +177.7% | +3,142.4% | -2,964.7% | +146.3% |
| All | +1,118.7% | +1,976.9% | -858.3% | +841.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling