-56.1%
NIO vs AEE
+119.5%
-175.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.1% | -6.0% | -5.0% |
| 7D | -14.5% | +1.7% | -16.2% | -14.6% |
| 30D | -15.0% | +9.7% | -24.7% | -15.7% |
| 3M | -35.6% | +5.9% | -41.5% | -35.9% |
| 6M | -55.7% | +6.7% | -62.4% | -56.0% |
| YTD | -43.1% | +17.4% | -60.5% | -44.1% |
| 1Y | -53.5% | +12.7% | -66.2% | -54.1% |
| 3Y | -59.8% | +68.2% | -128.1% | -62.0% |
| 5Y | -93.2% | +57.3% | -150.5% | -93.5% |
| All | -56.1% | +119.5% | -175.5% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 10y: compounded portfolio wealth divided by compounded AEE 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…
10y analysis · Full analysis span regression · 6 months rolling