+67.2%
AEP vs NTRA
+172.0%
-104.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | -0.9% | +0.2% | -1.2% | -0.9% |
| 30D | -1.1% | +4.1% | -5.2% | -1.1% |
| 3M | -3.3% | +50.0% | -53.3% | -4.1% |
| 6M | -4.6% | +67.3% | -71.9% | -5.7% |
| YTD | +9.4% | +43.6% | -34.2% | +8.4% |
| 1Y | +16.9% | +89.2% | -72.3% | +15.1% |
| 3Y | +76.6% | +502.5% | -425.9% | +65.8% |
| All | +67.2% | +172.0% | -104.9% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling