+301.0%
AEM vs NTAP
+129.9%
+171.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.6% |
| 7D | +3.0% | +2.2% | +0.8% | +2.7% |
| 30D | +12.5% | -7.0% | +19.5% | +13.3% |
| 3M | +26.9% | +12.3% | +14.6% | +24.6% |
| 6M | -9.4% | +85.1% | -94.6% | -17.1% |
| YTD | +20.3% | +74.8% | -54.5% | +10.8% |
| 1Y | +33.8% | +52.7% | -18.9% | +25.4% |
| 3Y | +349.8% | +147.7% | +202.2% | +276.9% |
| 5Y | +301.0% | +124.8% | +176.2% | +224.3% |
| All | +301.0% | +129.9% | +171.1% | +224.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling