-61.4%
NVD vs AEIS
+93.3%
-154.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -0.1% |
| 7D | -11.1% | +3.0% | -14.1% | -9.5% |
| 30D | -13.3% | -14.6% | +1.4% | -18.9% |
| 3M | -19.8% | -12.4% | -7.4% | -19.5% |
| 6M | -48.8% | -15.0% | -33.8% | -46.9% |
| YTD | -49.7% | +34.3% | -83.9% | -30.6% |
| 1Y | -61.4% | +87.4% | -148.7% | -34.5% |
| All | -61.4% | +93.3% | -154.7% | -34.5% |
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