+2,076.7%
NXPI vs AEIS
+1,236.5%
+840.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.2% |
| 7D | +9.4% | +23.2% | -13.9% | -2.3% |
| 30D | +18.1% | -17.0% | +35.1% | +27.2% |
| 3M | +15.0% | -32.2% | +47.2% | +35.9% |
| 6M | -8.4% | -32.6% | +24.1% | +5.7% |
| YTD | +24.8% | +9.4% | +15.4% | +6.7% |
| 1Y | +33.3% | +7.7% | +25.6% | +14.7% |
| 3Y | +51.0% | +157.9% | -106.9% | -22.5% |
| 5Y | +34.5% | +154.8% | -120.2% | -30.4% |
| 10Y | +211.8% | +355.2% | -143.4% | +5.5% |
| All | +2,076.7% | +1,236.5% | +840.2% | +229.8% |
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 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