+3.6%
NVT vs AME
+21.1%
-17.5%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.6% | -8.1% | -6.1% |
| 7D | -19.5% | -4.4% | -15.0% | -13.4% |
| 30D | -32.4% | -5.9% | -26.5% | -25.3% |
| 3M | -30.3% | -6.5% | -23.8% | -22.2% |
| 6M | -30.4% | +3.2% | -33.6% | -30.0% |
| YTD | +11.3% | +16.0% | -4.7% | -4.4% |
| 1Y | +3.6% | +20.4% | -16.9% | -13.8% |
| All | +3.6% | +21.1% | -17.5% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling