+355.1%
AEM vs NTRA
+3,199.2%
-2,844.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.8% |
| 7D | -2.1% | +0.2% | -2.4% | -2.1% |
| 30D | +8.4% | +4.1% | +4.3% | +8.1% |
| 3M | +27.3% | +50.0% | -22.8% | +23.2% |
| 6M | -9.7% | +67.3% | -77.0% | -13.4% |
| YTD | +19.0% | +43.6% | -24.6% | +15.1% |
| 1Y | +31.5% | +89.2% | -57.8% | +24.8% |
| 3Y | +338.7% | +502.5% | -163.8% | +281.9% |
| 5Y | +307.4% | +173.8% | +133.7% | +259.5% |
| All | +355.1% | +3,199.2% | -2,844.1% | +291.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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