+136.0%
NVO vs AEM
+378.0%
-242.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.3% |
| 7D | -7.6% | -2.1% | -5.4% | -7.4% |
| 30D | -6.0% | +8.4% | -14.4% | -6.7% |
| 3M | -0.8% | +27.3% | -28.1% | -3.1% |
| 6M | +16.5% | -9.7% | +26.1% | +17.1% |
| YTD | -11.1% | +19.0% | -30.1% | -13.2% |
| 1Y | -16.7% | +31.5% | -48.2% | -19.5% |
| 3Y | -52.9% | +338.7% | -391.6% | -59.3% |
| 5Y | -3.0% | +307.4% | -310.4% | -16.4% |
| All | +136.0% | +378.0% | -242.0% | +97.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling