+136.0%
NVO vs AEIS
+562.2%
-426.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.9% | -7.1% | -2.8% |
| 7D | -7.6% | +2.3% | -9.8% | -7.9% |
| 30D | -6.0% | -14.8% | +8.8% | -4.3% |
| 3M | -0.8% | -15.6% | +14.8% | -0.1% |
| 6M | +16.5% | -8.7% | +25.2% | +15.0% |
| YTD | -11.1% | +37.3% | -48.5% | -18.0% |
| 1Y | -16.7% | +80.3% | -97.1% | -26.7% |
| 3Y | -52.9% | +177.9% | -230.9% | -62.0% |
| 5Y | -3.0% | +235.8% | -238.8% | -25.4% |
| All | +136.0% | +562.2% | -426.2% | +66.4% |
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