+420.3%
NVT vs AME
+89.9%
+330.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.3% | +1.4% | +1.3% |
| 7D | +4.1% | +1.7% | +2.3% | +2.3% |
| 30D | -5.1% | -6.4% | +1.3% | +1.9% |
| 3M | -1.2% | +7.1% | -8.3% | -6.9% |
| 6M | +46.6% | +8.2% | +38.4% | +36.5% |
| YTD | +60.0% | +18.2% | +41.8% | +36.4% |
| 1Y | +70.8% | +26.7% | +44.0% | +35.2% |
| 3Y | +187.5% | +60.7% | +126.9% | +79.9% |
| All | +420.3% | +89.9% | +330.5% | +175.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling