+75.0%
NSC vs AEIS
+148.8%
-73.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -1.2% |
| 7D | +2.5% | +11.5% | -9.0% | +1.2% |
| 30D | +1.7% | -15.8% | +17.5% | +3.2% |
| 3M | -2.6% | -33.3% | +30.8% | +1.5% |
| 6M | +6.4% | -35.2% | +41.6% | +10.0% |
| YTD | +15.5% | +5.0% | +10.5% | +7.6% |
| 1Y | +17.6% | +8.5% | +9.1% | +8.6% |
| 3Y | +75.0% | +152.9% | -77.9% | +22.8% |
| All | +75.0% | +148.8% | -73.8% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling