+2,157.5%
AEM vs NTAP
+23,869.3%
-21,711.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.5% |
| 7D | +4.3% | +3.3% | +1.1% | +4.3% |
| 30D | +13.1% | -0.2% | +13.3% | +13.1% |
| 3M | +24.8% | +11.4% | +13.4% | +24.4% |
| 6M | -8.2% | +88.7% | -96.9% | -9.6% |
| YTD | +19.8% | +78.9% | -59.1% | +18.2% |
| 1Y | +32.1% | +58.8% | -26.8% | +30.6% |
| 3Y | +348.2% | +153.5% | +194.7% | +338.1% |
| 5Y | +297.5% | +136.7% | +160.7% | +288.4% |
| 10Y | +343.3% | +590.2% | -246.9% | +324.6% |
| All | +2,157.5% | +23,869.3% | -21,711.7% | +2,367.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling