+355.1%
AEM vs NTAP
+650.8%
-295.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.5% | -6.7% | +1.3% |
| 7D | -2.1% | +7.4% | -9.5% | -2.6% |
| 30D | +8.4% | -1.4% | +9.8% | +8.4% |
| 3M | +27.3% | +24.6% | +2.7% | +25.1% |
| 6M | -9.7% | +105.9% | -115.5% | -14.4% |
| YTD | +19.0% | +88.5% | -69.6% | +13.3% |
| 1Y | +31.5% | +62.1% | -30.6% | +26.4% |
| 3Y | +338.7% | +169.1% | +169.6% | +304.5% |
| 5Y | +307.4% | +141.9% | +165.6% | +273.5% |
| All | +355.1% | +650.8% | -295.7% | +358.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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