+170.8%
AEP vs NTAP
+591.7%
-420.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.9% |
| 7D | -1.0% | -1.0% | 0.0% | -0.9% |
| 30D | -0.1% | -7.5% | +7.4% | +0.4% |
| 3M | -3.2% | +14.6% | -17.8% | -4.3% |
| 6M | -5.3% | +91.0% | -96.3% | -10.5% |
| YTD | +9.5% | +73.7% | -64.2% | +4.2% |
| 1Y | +17.5% | +51.2% | -33.7% | +13.0% |
| 3Y | +77.0% | +146.1% | -69.2% | +58.4% |
| 5Y | +66.4% | +122.8% | -56.5% | +49.1% |
| All | +170.8% | +591.7% | -420.9% | +104.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling