+440.3%
NEM vs AA
+217.0%
+223.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.4% | +0.2% | -3.2% |
| 7D | +11.6% | +1.2% | +10.4% | +11.3% |
| 30D | +1.8% | -5.0% | +6.8% | +3.0% |
| 3M | +2.5% | -22.2% | +24.7% | +8.2% |
| 6M | +3.4% | -36.3% | +39.7% | +13.6% |
| YTD | +20.9% | -24.2% | +45.1% | +27.6% |
| 1Y | +37.2% | +3.9% | +33.3% | +35.4% |
| 3Y | +271.6% | +67.6% | +204.1% | +220.1% |
| 5Y | +136.6% | -8.8% | +145.5% | +119.0% |
| 10Y | +342.6% | +45.0% | +297.7% | +215.5% |
| All | +440.3% | +217.0% | +223.3% | +239.1% |
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