-99.1%
NVD vs AEIS
+153.3%
-252.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.7% | +4.6% |
| 7D | +10.8% | +2.3% | +8.6% | +13.1% |
| 30D | +0.8% | -14.8% | +15.6% | -10.9% |
| 3M | -20.8% | -15.6% | -5.2% | -26.5% |
| 6M | -41.2% | -8.7% | -32.4% | -37.5% |
| YTD | -44.2% | +37.3% | -81.5% | -3.3% |
| 1Y | -54.2% | +80.3% | -134.5% | +15.8% |
| 3Y | -99.1% | +177.9% | -277.1% | -93.8% |
| All | -99.1% | +153.3% | -252.4% | -94.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling