+420.3%
NVT vs AIG
+53.2%
+367.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.5% |
| 7D | +4.1% | -1.2% | +5.2% | +4.6% |
| 30D | -5.1% | -1.1% | -4.1% | -4.8% |
| 3M | -1.2% | +0.7% | -1.8% | -2.3% |
| 6M | +46.6% | -2.2% | +48.7% | +46.5% |
| YTD | +60.0% | -10.8% | +70.8% | +66.6% |
| 1Y | +70.8% | -2.0% | +72.8% | +67.3% |
| 3Y | +187.5% | +34.8% | +152.7% | +131.9% |
| All | +420.3% | +53.2% | +367.2% | +272.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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