-9.1%
NVTS vs AEE
+45.0%
-54.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.4% | +4.3% |
| 7D | -1.4% | -0.8% | -0.7% | -1.5% |
| 30D | -16.5% | -2.9% | -13.6% | -16.8% |
| 3M | -47.6% | -2.4% | -45.2% | -47.9% |
| 6M | +7.3% | -2.7% | +10.0% | +6.9% |
| YTD | +62.9% | +7.3% | +55.6% | +63.5% |
| 1Y | +91.3% | +7.5% | +83.7% | +92.4% |
| 3Y | +43.4% | +46.2% | -2.8% | +37.9% |
| All | -9.1% | +45.0% | -54.1% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 10y: compounded portfolio wealth divided by compounded AEE 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…
10y analysis · Full analysis span regression · 6 months rolling