+78.5%
AME vs NIO
-93.2%
+171.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.4% | +0.8% |
| 7D | +5.9% | -14.5% | +20.3% | +7.0% |
| 30D | -1.9% | -15.0% | +13.0% | -0.9% |
| 3M | -5.4% | -35.6% | +30.2% | -2.7% |
| 6M | +4.9% | -55.7% | +60.6% | +10.5% |
| YTD | +18.5% | -43.1% | +61.6% | +22.2% |
| 1Y | +25.5% | -53.5% | +79.0% | +31.1% |
| 3Y | +63.0% | -59.8% | +122.9% | +66.8% |
| All | +78.5% | -93.2% | +171.7% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 5y: compounded portfolio wealth divided by compounded NIO 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…
5y analysis · Full analysis span regression · 6 months rolling