-7.8%
NVTS vs AEIS
+223.8%
-231.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.4% | +3.9% | +3.8% |
| 7D | +2.7% | +3.0% | -0.3% | -0.3% |
| 30D | -4.5% | -14.6% | +10.2% | +12.4% |
| 3M | -61.5% | -12.4% | -49.1% | -56.4% |
| 6M | +28.0% | -15.0% | +42.9% | +46.2% |
| YTD | +65.3% | +34.3% | +31.0% | +12.0% |
| 1Y | +113.0% | +87.4% | +25.6% | -2.4% |
| 3Y | +34.7% | +139.8% | -105.1% | -52.9% |
| All | -7.8% | +223.8% | -231.6% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling