+250.5%
NEM vs AIG
+33.4%
+217.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +3.1% | -1.4% | +4.5% | +3.2% |
| 30D | +10.0% | -3.3% | +13.3% | +10.3% |
| 3M | +30.9% | +2.2% | +28.7% | +30.2% |
| 6M | +10.5% | -2.1% | +12.7% | +10.5% |
| YTD | +29.7% | -11.2% | +40.9% | +31.7% |
| 1Y | +71.1% | -2.1% | +73.2% | +69.4% |
| All | +250.5% | +33.4% | +217.1% | +215.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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