+394.0%
NEM vs AGG
+97.4%
+296.6%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.5% |
| 7D | +3.1% | -0.2% | +3.2% | +3.2% |
| 30D | +10.0% | -0.2% | +10.2% | +10.3% |
| 3M | +30.9% | -0.7% | +31.6% | +32.0% |
| 6M | +10.5% | -1.8% | +12.3% | +13.1% |
| YTD | +29.7% | -0.6% | +30.3% | +31.1% |
| 1Y | +71.1% | +0.4% | +70.8% | +71.2% |
| 3Y | +252.1% | +13.2% | +238.9% | +210.3% |
| 5Y | +157.7% | -2.0% | +159.7% | +160.5% |
| 10Y | +319.4% | +15.1% | +304.3% | +269.2% |
| All | +394.0% | +97.4% | +296.6% | +173.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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