+61.6%
NBIX vs AEIS
+232.6%
-171.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.2% | -1.0% |
| 7D | +0.4% | +2.3% | -1.9% | 0.0% |
| 30D | -0.2% | -14.8% | +14.6% | +2.0% |
| 3M | -4.0% | -15.6% | +11.6% | -2.9% |
| 6M | +20.6% | -8.7% | +29.3% | +18.7% |
| YTD | +10.1% | +37.3% | -27.2% | -1.1% |
| 1Y | +8.8% | +80.3% | -71.5% | -8.1% |
| 3Y | +42.5% | +177.9% | -135.5% | +6.9% |
| All | +61.6% | +232.6% | -171.0% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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