-9.1%
NVTS vs AEIS
+231.1%
-240.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.9% | -0.6% | -0.9% |
| 7D | -1.4% | +2.3% | -3.7% | -3.8% |
| 30D | -16.5% | -14.8% | -1.7% | -1.7% |
| 3M | -47.6% | -15.6% | -32.1% | -38.6% |
| 6M | +7.3% | -8.7% | +16.0% | +13.4% |
| YTD | +62.9% | +37.3% | +25.6% | +7.8% |
| 1Y | +91.3% | +80.3% | +10.9% | -8.3% |
| 3Y | +43.4% | +177.9% | -134.5% | -57.7% |
| All | -9.1% | +231.1% | -240.3% | -77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling