-42.6%
NIO vs AEIS
+450.6%
-493.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.0% | -1.7% |
| 7D | -6.7% | +8.1% | -14.8% | -10.4% |
| 30D | -20.0% | -11.1% | -8.9% | -16.1% |
| 3M | -30.5% | -5.6% | -24.8% | -32.6% |
| 6M | -20.7% | -0.6% | -20.1% | -27.7% |
| YTD | -25.7% | +38.0% | -63.7% | -44.9% |
| 1Y | -38.6% | +87.2% | -125.8% | -62.4% |
| 3Y | -62.3% | +179.7% | -241.9% | -83.5% |
| 5Y | -90.1% | +241.7% | -331.8% | -96.1% |
| All | -42.6% | +450.6% | -493.1% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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