+51.1%
NEM vs AEIS
+6.2%
+44.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -11.1% | +21.0% | +12.2% |
| 7D | +3.7% | -12.7% | +16.4% | +6.3% |
| 30D | +2.0% | -28.8% | +30.8% | +9.6% |
| 3M | +21.1% | -38.0% | +59.1% | +34.1% |
| 6M | +9.5% | -45.3% | +54.8% | +22.7% |
| YTD | +19.1% | +1.1% | +17.9% | +9.7% |
| 1Y | +51.1% | +8.6% | +42.5% | +35.3% |
| All | +51.1% | +6.2% | +44.9% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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