+39.2%
AEM vs NTR
+43.1%
-3.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | -0.5% | +8.1% | -8.6% | -1.6% |
| 30D | +24.0% | +18.8% | +5.3% | +20.8% |
| 3M | +16.1% | +16.2% | -0.1% | +13.2% |
| 6M | -11.6% | +9.8% | -21.4% | -14.2% |
| YTD | +21.5% | +30.9% | -9.3% | +15.6% |
| 1Y | +39.2% | +41.8% | -2.6% | +32.1% |
| All | +39.2% | +43.1% | -3.9% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling