+342.1%
NEM vs AA
+44.7%
+297.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.5% | -4.7% |
| 7D | -5.9% | +5.3% | -11.2% | -6.8% |
| 30D | -2.6% | -2.3% | -0.3% | -2.1% |
| 3M | -4.2% | -20.8% | +16.6% | 0.0% |
| 6M | -5.5% | -39.8% | +34.3% | +3.3% |
| YTD | +13.5% | -23.3% | +36.8% | +18.9% |
| 1Y | +22.2% | +1.8% | +20.3% | +22.1% |
| 3Y | +249.0% | +69.5% | +179.4% | +215.5% |
| 5Y | +120.1% | -18.0% | +138.1% | +114.1% |
| All | +342.1% | +44.7% | +297.5% | +287.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling