+393.0%
NEM vs AEIS
+2,641.0%
-2,248.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.0% |
| 7D | +3.9% | +8.1% | -4.3% | +3.3% |
| 30D | +12.7% | -11.1% | +23.9% | +13.5% |
| 3M | +28.7% | -5.6% | +34.3% | +28.6% |
| 6M | +9.8% | -0.6% | +10.4% | +9.3% |
| YTD | +28.1% | +38.0% | -9.9% | +25.1% |
| 1Y | +69.3% | +87.2% | -17.9% | +62.4% |
| 3Y | +247.7% | +179.7% | +68.0% | +223.6% |
| 5Y | +153.4% | +241.7% | -88.4% | +131.7% |
| 10Y | +291.3% | +547.2% | -255.9% | +239.6% |
| All | +393.0% | +2,641.0% | -2,248.0% | +259.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling