+27.3%
NEM vs AEIS
+4.7%
+22.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +1.2% |
| 7D | -6.4% | +11.5% | -17.9% | -8.6% |
| 30D | +1.4% | -15.8% | +17.2% | +4.3% |
| 3M | -0.7% | -33.3% | +32.6% | +7.8% |
| 6M | -4.5% | -35.2% | +30.7% | +1.7% |
| YTD | +14.0% | +5.0% | +9.0% | 0.0% |
| 1Y | +27.3% | +8.5% | +18.8% | +8.6% |
| All | +27.3% | +4.7% | +22.6% | +8.6% |
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