-12.9%
NVTS vs AIG
+43.2%
-56.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | +0.5% | -2.4% | +2.8% | +1.4% |
| 30D | -18.0% | -2.9% | -15.1% | -17.1% |
| 3M | -45.6% | +0.8% | -46.4% | -46.5% |
| 6M | +28.5% | -2.7% | +31.1% | +28.0% |
| YTD | +56.2% | -11.2% | +67.4% | +61.6% |
| 1Y | +97.7% | -1.5% | +99.2% | +89.6% |
| 3Y | +35.0% | +34.4% | +0.6% | -5.4% |
| All | -12.9% | +43.2% | -56.1% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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