+159.2%
NEM vs AEE
+40.3%
+118.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +3.1% | +1.1% | +2.0% | +2.6% |
| 30D | +10.0% | 0.0% | +10.0% | +9.9% |
| 3M | +30.9% | -0.9% | +31.8% | +30.8% |
| 6M | +10.5% | -2.4% | +12.9% | +11.1% |
| YTD | +29.7% | +8.6% | +21.1% | +23.5% |
| 1Y | +71.1% | +10.2% | +61.0% | +61.5% |
| 3Y | +252.1% | +47.8% | +204.3% | +180.8% |
| All | +159.2% | +40.3% | +118.9% | +107.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling