-53.8%
NIO vs AEIS
+336.3%
-390.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.2% | -4.6% | -5.3% |
| 7D | -4.7% | +23.2% | -27.9% | -14.2% |
| 30D | -14.3% | -17.0% | +2.7% | -8.6% |
| 3M | -32.8% | -32.2% | -0.7% | -22.0% |
| 6M | -49.8% | -32.6% | -17.3% | -44.9% |
| YTD | -40.2% | +9.4% | -49.6% | -52.0% |
| 1Y | -52.7% | +7.7% | -60.4% | -61.7% |
| 3Y | -57.9% | +157.9% | -215.8% | -82.0% |
| 5Y | -92.9% | +154.8% | -247.6% | -96.9% |
| All | -53.8% | +336.3% | -390.1% | -84.5% |
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