-47.4%
NKE vs AEM
+40.5%
-87.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -2.0% | -0.5% | -1.5% | -2.0% |
| 30D | -8.6% | +24.0% | -32.6% | -9.0% |
| 3M | -11.0% | +16.1% | -27.1% | -11.3% |
| 6M | -33.2% | -11.6% | -21.6% | -33.1% |
| YTD | -38.1% | +21.5% | -59.7% | -37.9% |
| 1Y | -47.4% | +39.2% | -86.5% | -46.9% |
| All | -47.4% | +40.5% | -87.9% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1y: compounded portfolio wealth divided by compounded AEM 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…
1y analysis · Full analysis span regression · 6 months rolling