+476.9%
NEM vs AA
+295.2%
+181.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.3% |
| 7D | +0.3% | -0.7% | +1.0% | +0.4% |
| 30D | +23.1% | +5.0% | +18.1% | +21.8% |
| 3M | +18.5% | -35.8% | +54.3% | +30.1% |
| 6M | +7.8% | -18.4% | +26.2% | +12.0% |
| YTD | +29.1% | -5.5% | +34.6% | +29.9% |
| 1Y | +72.7% | +61.0% | +11.7% | +54.9% |
| 3Y | +248.7% | +66.2% | +182.5% | +198.5% |
| 5Y | +148.7% | +11.4% | +137.3% | +118.4% |
| 10Y | +304.8% | +116.9% | +187.9% | +162.2% |
| All | +476.9% | +295.2% | +181.8% | +245.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling