-6.3%
NVTS vs AEE
+47.5%
-53.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.8% |
| 7D | +9.7% | +1.3% | +8.4% | +9.9% |
| 30D | -13.6% | -1.2% | -12.4% | -13.7% |
| 3M | -51.0% | +1.0% | -52.0% | -51.1% |
| 6M | +46.3% | -2.3% | +48.6% | +46.0% |
| YTD | +68.1% | +9.1% | +58.9% | +69.1% |
| 1Y | +113.9% | +10.6% | +103.3% | +115.8% |
| 3Y | +45.3% | +48.5% | -3.2% | +40.1% |
| All | -6.3% | +47.5% | -53.8% | -6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling