+302.3%
NEM vs AEE
+191.1%
+111.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -1.0% | -0.8% | -0.2% | -0.7% |
| 30D | +7.8% | -2.9% | +10.8% | +9.0% |
| 3M | +30.2% | -2.4% | +32.6% | +31.0% |
| 6M | +9.6% | -2.7% | +12.3% | +10.2% |
| YTD | +27.8% | +7.3% | +20.6% | +23.7% |
| 1Y | +60.7% | +7.5% | +53.2% | +55.2% |
| 3Y | +245.3% | +46.2% | +199.1% | +193.6% |
| 5Y | +155.3% | +39.7% | +115.6% | +120.0% |
| All | +302.3% | +191.1% | +111.2% | +117.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling