-59.4%
NKE vs AEM
+331.1%
-390.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +1.0% | -1.9% |
| 7D | -5.5% | -5.0% | -0.5% | -5.5% |
| 30D | -10.4% | +8.5% | -18.9% | -10.5% |
| 3M | -15.8% | +29.3% | -45.1% | -16.0% |
| 6M | -33.4% | -12.9% | -20.5% | -33.4% |
| YTD | -41.0% | +16.8% | -57.8% | -40.9% |
| 1Y | -49.1% | +29.8% | -78.9% | -48.9% |
| All | -59.4% | +331.1% | -390.5% | -64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling