+730.1%
NVT vs AEIS
+367.4%
+362.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.0% |
| 7D | +7.0% | +6.5% | +0.5% | +3.9% |
| 30D | -2.3% | -9.2% | +6.8% | +2.2% |
| 3M | -3.1% | -8.3% | +5.3% | -0.3% |
| 6M | +47.0% | -6.3% | +53.4% | +48.0% |
| YTD | +56.2% | +36.5% | +19.7% | +30.6% |
| 1Y | +74.5% | +84.8% | -10.2% | +25.5% |
| 3Y | +184.0% | +176.6% | +7.4% | +65.2% |
| 5Y | +410.8% | +237.1% | +173.7% | +163.1% |
| All | +730.1% | +367.4% | +362.7% | +195.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling