+65.1%
AEP vs NTAP
+129.9%
-64.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.6% |
| 7D | +0.9% | +2.2% | -1.3% | +0.9% |
| 30D | +1.5% | -7.0% | +8.5% | +1.5% |
| 3M | -1.7% | +12.3% | -14.0% | -1.6% |
| 6M | -4.0% | +85.1% | -89.2% | -4.6% |
| YTD | +10.6% | +74.8% | -64.2% | +10.0% |
| 1Y | +18.6% | +52.7% | -34.1% | +18.3% |
| 3Y | +78.7% | +147.7% | -69.0% | +69.6% |
| 5Y | +65.1% | +124.8% | -59.7% | +52.9% |
| All | +65.1% | +129.9% | -64.8% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling