+2,407.2%
NSC vs AEIS
+2,566.8%
-159.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.1% |
| 7D | -5.5% | +3.0% | -8.5% | -5.9% |
| 30D | -3.2% | -14.6% | +11.4% | -1.1% |
| 3M | +7.7% | -12.4% | +20.1% | +8.3% |
| 6M | +4.5% | -15.0% | +19.5% | +4.9% |
| YTD | +15.6% | +34.3% | -18.7% | +7.5% |
| 1Y | +19.8% | +87.4% | -67.5% | +5.0% |
| 3Y | +70.1% | +139.8% | -69.7% | +40.7% |
| 5Y | +46.1% | +220.7% | -174.6% | +14.1% |
| 10Y | +328.1% | +531.6% | -203.5% | +190.8% |
| All | +2,407.2% | +2,566.8% | -159.6% | +1,159.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling