+247.7%
NEM vs AA
+89.1%
+158.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.9% |
| 7D | +3.9% | +1.7% | +2.2% | +3.3% |
| 30D | +12.7% | +3.3% | +9.4% | +11.5% |
| 3M | +28.7% | -29.4% | +58.1% | +41.6% |
| 6M | +9.8% | -12.8% | +22.6% | +13.3% |
| YTD | +28.1% | -2.1% | +30.2% | +28.1% |
| 1Y | +69.3% | +62.8% | +6.6% | +48.7% |
| 3Y | +247.7% | +90.5% | +157.2% | +174.6% |
| All | +247.7% | +89.1% | +158.5% | +174.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling