+250.5%
NEM vs AEE
+65.0%
+185.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | -6.4% | +1.7% | -8.1% | -7.1% |
| 30D | +1.4% | +9.7% | -8.3% | -2.4% |
| 3M | -0.7% | +5.9% | -6.6% | -3.1% |
| 6M | -4.5% | +6.7% | -11.2% | -7.6% |
| YTD | +14.0% | +17.4% | -3.3% | +5.3% |
| 1Y | +27.3% | +12.7% | +14.6% | +19.9% |
| 3Y | +250.5% | +68.2% | +182.3% | +142.7% |
| All | +250.5% | +65.0% | +185.5% | +142.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling