+749.9%
NVS vs AEE
+818.5%
-68.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | 0.0% |
| 7D | -15.4% | +1.1% | -16.4% | -15.7% |
| 30D | -12.3% | 0.0% | -12.3% | -12.4% |
| 3M | -7.8% | -0.9% | -6.9% | -7.7% |
| 6M | -13.0% | -2.4% | -10.6% | -12.5% |
| YTD | +2.8% | +8.6% | -5.9% | -0.2% |
| 1Y | +10.6% | +10.2% | +0.5% | +6.9% |
| 3Y | +55.1% | +47.8% | +7.2% | +35.5% |
| 5Y | +91.7% | +40.1% | +51.6% | +69.0% |
| 10Y | +181.2% | +195.0% | -13.8% | +90.0% |
| All | +749.9% | +818.5% | -68.5% | +291.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling