+562.1%
NEM vs AEE
+820.4%
-258.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | +23.1% | -2.3% | +25.4% | +24.0% |
| 3M | +18.5% | +0.2% | +18.3% | +17.9% |
| 6M | +7.8% | -4.1% | +11.9% | +8.9% |
| YTD | +29.1% | +8.9% | +20.2% | +24.7% |
| 1Y | +72.7% | +9.3% | +63.3% | +66.4% |
| 3Y | +248.7% | +49.9% | +198.8% | +199.4% |
| 5Y | +148.7% | +40.9% | +107.8% | +117.1% |
| 10Y | +304.8% | +188.6% | +116.2% | +168.4% |
| All | +562.1% | +820.4% | -258.3% | +258.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling