+62.3%
NEM vs AA
+55.5%
+6.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.8% | +2.8% | +0.1% |
| 7D | -3.3% | -5.4% | +2.1% | -1.1% |
| 30D | +7.8% | -10.7% | +18.5% | +12.9% |
| 3M | +36.3% | -26.2% | +62.4% | +52.7% |
| 6M | +6.6% | -20.9% | +27.5% | +15.2% |
| YTD | +27.1% | -8.6% | +35.8% | +29.1% |
| 1Y | +62.3% | +57.4% | +4.9% | +44.0% |
| All | +62.3% | +55.5% | +6.8% | +44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling