+2,693.7%
AEIS vs NTRS
+2,793.5%
-99.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -5.0% |
| 7D | -0.2% | +0.3% | -0.5% | -0.5% |
| 30D | -16.4% | +0.2% | -16.6% | -16.5% |
| 3M | -11.1% | +13.2% | -24.3% | -17.8% |
| 6M | -12.0% | +36.9% | -49.0% | -27.6% |
| YTD | +30.9% | +39.1% | -8.2% | +6.7% |
| 1Y | +74.3% | +50.4% | +23.9% | +35.4% |
| 3Y | +165.2% | +166.8% | -1.6% | +44.8% |
| 5Y | +220.0% | +92.9% | +127.2% | +105.5% |
| 10Y | +527.7% | +255.7% | +272.0% | +171.6% |
| All | +2,693.7% | +2,793.5% | -99.8% | +195.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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