-30.2%
NVD vs AEIS
+6.2%
-36.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -11.1% | +17.6% | +0.6% |
| 7D | +15.0% | -12.7% | +27.7% | +8.5% |
| 30D | +39.3% | -28.8% | +68.1% | +20.3% |
| 3M | +3.1% | -38.0% | +41.1% | -14.8% |
| 6M | -19.0% | -45.3% | +26.3% | -32.8% |
| YTD | -35.5% | +1.1% | -36.7% | -24.5% |
| 1Y | -30.2% | +8.6% | -38.8% | -16.7% |
| All | -30.2% | +6.2% | -36.4% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling