+94.0%
NVS vs AEE
+38.7%
+55.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -14.3% | -0.8% | -13.5% | -14.1% |
| 30D | -10.0% | -2.9% | -7.0% | -9.1% |
| 3M | -10.9% | -2.4% | -8.5% | -10.3% |
| 6M | -12.0% | -2.7% | -9.3% | -11.4% |
| YTD | +2.5% | +7.3% | -4.7% | -0.2% |
| 1Y | +10.7% | +7.5% | +3.1% | +7.6% |
| 3Y | +53.3% | +46.2% | +7.1% | +34.5% |
| All | +94.0% | +38.7% | +55.3% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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