-99.1%
NVD vs AEE
+45.1%
-144.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +10.8% | -0.8% | +11.6% | +11.4% |
| 30D | +0.8% | -2.9% | +3.7% | +3.0% |
| 3M | -20.8% | -2.4% | -18.4% | -19.8% |
| 6M | -41.2% | -2.7% | -38.4% | -40.3% |
| YTD | -44.2% | +7.3% | -51.5% | -47.3% |
| 1Y | -54.2% | +7.5% | -61.7% | -56.7% |
| 3Y | -99.1% | +46.2% | -145.3% | -99.5% |
| All | -99.1% | +45.1% | -144.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling