+174.9%
NVS vs AEIS
+562.2%
-387.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.2% | -0.7% |
| 7D | -14.3% | +2.3% | -16.5% | -14.5% |
| 30D | -10.0% | -14.8% | +4.9% | -8.8% |
| 3M | -10.9% | -15.6% | +4.7% | -10.4% |
| 6M | -12.0% | -8.7% | -3.3% | -12.6% |
| YTD | +2.5% | +37.3% | -34.8% | -2.9% |
| 1Y | +10.7% | +80.3% | -69.7% | +1.3% |
| 3Y | +53.3% | +177.9% | -124.6% | +30.8% |
| 5Y | +93.6% | +235.8% | -142.2% | +57.7% |
| All | +174.9% | +562.2% | -387.3% | +88.5% |
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