-30.1%
NVTS vs AEIS
+153.3%
-183.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.0% | -2.4% | -2.3% |
| 7D | +3.9% | +11.5% | -7.6% | -6.8% |
| 30D | -4.3% | -15.8% | +11.4% | +12.2% |
| 3M | -34.5% | -33.3% | -1.2% | -3.1% |
| 6M | -57.7% | -35.2% | -22.5% | -35.3% |
| YTD | +25.4% | +5.0% | +20.3% | +6.7% |
| 1Y | +13.1% | +8.5% | +4.7% | -6.9% |
| 3Y | +48.9% | +152.9% | -104.0% | -54.3% |
| 5Y | -51.8% | +144.6% | -196.4% | -84.9% |
| All | -30.1% | +153.3% | -183.3% | -78.0% |
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 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