+212.0%
NXT vs AEIS
+125.2%
+86.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.5% | +3.4% |
| 7D | -9.4% | +11.5% | -20.9% | -14.4% |
| 30D | +15.1% | -15.8% | +30.9% | +22.1% |
| 3M | -9.1% | -33.3% | +24.2% | +7.3% |
| 6M | -30.3% | -35.2% | +4.9% | -18.4% |
| YTD | +9.1% | +5.0% | +4.1% | -2.9% |
| 1Y | +7.9% | +8.5% | -0.6% | -5.5% |
| 3Y | +176.5% | +152.9% | +23.6% | +46.6% |
| All | +212.0% | +125.2% | +86.8% | +72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling