+344.1%
NEM vs AEIS
+332.3%
+11.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +1.0% |
| 7D | -6.4% | +11.5% | -17.9% | -8.0% |
| 30D | +1.4% | -15.8% | +17.2% | +3.2% |
| 3M | -0.7% | -33.3% | +32.6% | +4.4% |
| 6M | -4.5% | -35.2% | +30.7% | -0.1% |
| YTD | +14.0% | +5.0% | +9.0% | +11.0% |
| 1Y | +27.3% | +8.5% | +18.8% | +23.3% |
| 3Y | +250.5% | +152.9% | +97.6% | +198.4% |
| 5Y | +121.1% | +144.6% | -23.6% | +86.2% |
| All | +344.1% | +332.3% | +11.8% | +213.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling