+51.1%
NEM vs AEE
+13.9%
+37.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.5% | +7.4% | +9.3% |
| 7D | +3.7% | +4.7% | -1.0% | +2.8% |
| 30D | +2.0% | +13.4% | -11.4% | -0.5% |
| 3M | +21.1% | +4.1% | +17.0% | +19.9% |
| 6M | +9.5% | +2.0% | +7.5% | +9.4% |
| YTD | +19.1% | +15.6% | +3.4% | +15.4% |
| 1Y | +51.1% | +14.1% | +37.0% | +47.1% |
| All | +51.1% | +13.9% | +37.2% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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