+22.9%
NVDL vs AEM
-13.5%
+36.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.9% | -1.8% | -2.9% |
| 7D | -8.7% | -5.0% | -3.6% | -5.6% |
| 30D | -1.3% | +8.5% | -9.8% | -6.6% |
| 3M | +11.4% | +29.3% | -17.9% | -8.5% |
| 6M | +22.9% | -12.9% | +35.8% | +39.7% |
| All | +22.9% | -13.5% | +36.4% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 6mo: compounded portfolio wealth divided by compounded AEM 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…
6mo analysis · Full analysis span regression · 6 months rolling