+1,895.9%
AEM vs NTAP
+22,937.7%
-21,041.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.6% | +0.1% |
| 7D | -6.8% | +7.2% | -14.0% | -7.0% |
| 30D | +0.8% | -18.4% | +19.2% | +1.2% |
| 3M | -0.8% | -11.3% | +10.5% | -0.7% |
| 6M | -8.5% | +53.8% | -62.3% | -9.5% |
| YTD | +5.9% | +72.0% | -66.0% | +4.5% |
| 1Y | +6.6% | +68.0% | -61.4% | +5.2% |
| 3Y | +302.2% | +149.5% | +152.7% | +293.1% |
| 5Y | +250.8% | +125.6% | +125.2% | +243.0% |
| 10Y | +406.1% | +583.1% | -177.1% | +384.7% |
| All | +1,895.9% | +22,937.7% | -21,041.7% | +2,082.2% |
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