+471.2%
NEM vs AIG
-22.4%
+493.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -1.0% | -1.2% | +0.2% | -0.9% |
| 30D | +7.8% | -1.1% | +8.9% | +7.9% |
| 3M | +30.2% | +0.7% | +29.5% | +30.1% |
| 6M | +9.6% | -2.2% | +11.8% | +9.6% |
| YTD | +27.8% | -10.8% | +38.7% | +28.4% |
| 1Y | +60.7% | -2.0% | +62.7% | +60.5% |
| 3Y | +245.3% | +34.8% | +210.5% | +239.0% |
| 5Y | +155.3% | +55.0% | +100.3% | +147.9% |
| 10Y | +313.2% | +65.1% | +248.1% | +292.2% |
| All | +471.2% | -22.4% | +493.6% | +494.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling