-9.4%
NVTS vs AEIS
+229.2%
-238.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.2% |
| 7D | +3.5% | +6.5% | -3.0% | -3.1% |
| 30D | -11.9% | -9.2% | -2.7% | -3.0% |
| 3M | -49.2% | -8.3% | -40.9% | -45.6% |
| 6M | +38.4% | -6.3% | +44.8% | +42.7% |
| YTD | +62.5% | +36.5% | +26.0% | +8.2% |
| 1Y | +101.4% | +84.8% | +16.6% | -6.1% |
| 3Y | +40.4% | +176.6% | -136.2% | -58.4% |
| All | -9.4% | +229.2% | -238.5% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling