+155.1%
NEM vs AEM
+306.3%
-151.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | -1.0% |
| 7D | -1.0% | -2.1% | +1.1% | +0.7% |
| 30D | +7.8% | +8.4% | -0.6% | +0.5% |
| 3M | +30.2% | +27.3% | +2.9% | +6.1% |
| 6M | +9.6% | -9.7% | +19.3% | +18.6% |
| YTD | +27.8% | +19.0% | +8.9% | +10.5% |
| 1Y | +60.7% | +31.5% | +29.2% | +29.1% |
| 3Y | +245.3% | +338.7% | -93.4% | +9.1% |
| All | +155.1% | +306.3% | -151.2% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling