-99.1%
NVD vs AEIS
+141.4%
-240.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.1% | +8.6% | +0.8% |
| 7D | +9.0% | -0.2% | +9.2% | +9.0% |
| 30D | -5.5% | -16.4% | +10.9% | -17.6% |
| 3M | -24.6% | -11.1% | -13.5% | -25.8% |
| 6M | -42.1% | -12.0% | -30.0% | -40.3% |
| YTD | -44.3% | +30.9% | -75.2% | -7.6% |
| 1Y | -54.2% | +74.3% | -128.5% | +12.9% |
| 3Y | -99.1% | +165.2% | -264.3% | -94.0% |
| All | -99.1% | +141.4% | -240.5% | -94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling