-91.6%
AIG vs NVMI
+1,965.6%
-2,057.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | -1.1% | -8.4% | +7.3% | -0.4% |
| 3M | +0.7% | -33.6% | +34.2% | +3.9% |
| 6M | -2.2% | -14.7% | +12.5% | -2.0% |
| YTD | -10.8% | +13.2% | -24.1% | -13.4% |
| 1Y | -2.0% | +29.0% | -31.0% | -6.4% |
| 3Y | +34.8% | +215.0% | -180.2% | +15.3% |
| 5Y | +55.0% | +268.6% | -213.5% | +29.1% |
| 10Y | +65.1% | +3,124.7% | -3,059.7% | +14.0% |
| All | -91.6% | +1,965.6% | -2,057.2% | -95.6% |
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