-99.1%
NVD vs AEE
+46.3%
-145.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.2% | +5.7% | +5.4% |
| 7D | +9.0% | -0.7% | +9.7% | +9.5% |
| 30D | -5.5% | -2.0% | -3.5% | -4.1% |
| 3M | -24.6% | -2.8% | -21.8% | -23.3% |
| 6M | -42.1% | -3.6% | -38.5% | -40.8% |
| YTD | -44.3% | +7.3% | -51.6% | -47.5% |
| 1Y | -54.2% | +8.7% | -62.9% | -57.0% |
| All | -99.1% | +46.3% | -145.5% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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