-55.6%
NVTS vs AEIS
+142.3%
-197.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.0% | -2.4% | -2.3% |
| 7D | +3.9% | +11.5% | -7.6% | -6.9% |
| 30D | -4.3% | -15.8% | +11.4% | +12.3% |
| 3M | -34.5% | -33.3% | -1.2% | -2.8% |
| 6M | -57.7% | -35.2% | -22.5% | -35.1% |
| YTD | +25.4% | +5.0% | +20.3% | +6.0% |
| 1Y | +13.1% | +8.5% | +4.7% | -7.6% |
| 3Y | +48.9% | +152.9% | -104.0% | -55.8% |
| All | -55.6% | +142.3% | -197.9% | -86.8% |
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 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