+133.9%
AEP vs NTR
+103.7%
+30.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.9% | +0.5% | +0.4% | +0.8% |
| 30D | +1.5% | +21.7% | -20.2% | -0.9% |
| 3M | -1.7% | +22.8% | -24.4% | -4.2% |
| 6M | -4.0% | +8.2% | -12.3% | -5.2% |
| YTD | +10.6% | +32.9% | -22.3% | +6.3% |
| 1Y | +18.6% | +45.3% | -26.7% | +12.5% |
| 3Y | +78.7% | +41.7% | +37.0% | +68.6% |
| 5Y | +65.1% | +49.8% | +15.3% | +51.2% |
| All | +133.9% | +103.7% | +30.2% | +84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling