+25.3%
NVTS vs AAOX
-58.1%
+83.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.4% | +0.9% | +3.6% |
| 7D | -1.4% | -1.4% | -0.1% | -1.3% |
| 30D | -16.5% | -49.0% | +32.5% | -7.2% |
| 3M | -47.6% | -77.3% | +29.6% | -39.4% |
| All | +25.3% | -58.1% | +83.5% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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 · Available span rolling