+243.5%
NEM vs AEM
+331.1%
-87.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | +0.6% |
| 7D | -3.3% | -5.0% | +1.8% | +1.3% |
| 30D | +7.8% | +8.5% | -0.6% | -0.1% |
| 3M | +36.3% | +29.3% | +7.0% | +7.5% |
| 6M | +6.6% | -12.9% | +19.5% | +19.9% |
| YTD | +27.1% | +16.8% | +10.4% | +9.6% |
| 1Y | +62.3% | +29.8% | +32.5% | +28.2% |
| All | +243.5% | +331.1% | -87.6% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 3y: compounded portfolio wealth divided by compounded AEM 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…
3y analysis · Full analysis span regression · 6 months rolling