+247.4%
AEP vs NTRA
+1,735.1%
-1,487.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.6% |
| 7D | +0.9% | +1.6% | -0.7% | +0.9% |
| 30D | +1.5% | +3.8% | -2.3% | +1.4% |
| 3M | -1.7% | +48.2% | -49.9% | -2.3% |
| 6M | -4.0% | +61.0% | -65.0% | -4.9% |
| YTD | +10.6% | +44.2% | -33.6% | +9.8% |
| 1Y | +18.6% | +87.3% | -68.7% | +17.2% |
| 3Y | +78.7% | +509.4% | -430.7% | +71.7% |
| 5Y | +65.1% | +175.1% | -110.0% | +58.9% |
| 10Y | +177.7% | +3,203.1% | -3,025.4% | +164.2% |
| All | +247.4% | +1,735.1% | -1,487.7% | +237.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling