+94.1%
NVS vs AEIS
+219.6%
-125.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.1% |
| 7D | -15.7% | -0.2% | -15.5% | -15.7% |
| 30D | -11.1% | -16.4% | +5.3% | -10.6% |
| 3M | -7.2% | -11.1% | +4.0% | -7.4% |
| 6M | -12.3% | -12.0% | -0.3% | -12.7% |
| YTD | +2.8% | +30.9% | -28.1% | +0.1% |
| 1Y | +11.9% | +74.3% | -62.4% | +7.0% |
| 3Y | +55.1% | +165.2% | -110.1% | +42.7% |
| 5Y | +94.1% | +220.0% | -126.0% | +71.9% |
| All | +94.1% | +219.6% | -125.5% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling