+1,282.9%
AEP vs NTAP
+22,937.7%
-21,654.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.4% |
| 7D | +2.9% | +7.2% | -4.3% | +2.4% |
| 30D | +3.2% | -18.4% | +21.6% | +4.3% |
| 3M | +3.8% | -11.3% | +15.1% | +4.3% |
| 6M | +2.5% | +53.8% | -51.3% | -0.7% |
| YTD | +15.5% | +72.0% | -56.5% | +10.9% |
| 1Y | +9.6% | +68.0% | -58.4% | +5.4% |
| 3Y | +91.2% | +149.5% | -58.3% | +77.6% |
| 5Y | +88.2% | +125.6% | -37.4% | +75.2% |
| 10Y | +205.1% | +583.1% | -378.1% | +160.4% |
| All | +1,282.9% | +22,937.7% | -21,654.7% | +883.2% |
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