-10.8%
NVTS vs AEIS
+6.2%
-17.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -11.1% | +20.1% | +17.9% |
| 7D | -0.3% | -12.7% | +12.4% | +9.5% |
| 30D | -24.4% | -28.8% | +4.4% | -1.4% |
| 3M | -26.5% | -38.0% | +11.5% | +6.8% |
| 6M | -41.4% | -45.3% | +3.9% | -8.3% |
| YTD | +30.7% | +1.1% | +29.5% | +33.8% |
| 1Y | -10.8% | +8.6% | -19.4% | -11.0% |
| All | -10.8% | +6.2% | -17.1% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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