+67.2%
AEP vs NTRS
+93.2%
-26.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | -0.9% | +1.4% | -2.3% | -1.1% |
| 30D | -1.1% | -0.7% | -0.4% | -1.0% |
| 3M | -3.3% | +11.3% | -14.6% | -4.9% |
| 6M | -4.6% | +35.5% | -40.2% | -9.3% |
| YTD | +9.4% | +40.6% | -31.2% | +3.2% |
| 1Y | +16.9% | +49.2% | -32.3% | +9.0% |
| 3Y | +76.6% | +167.2% | -90.6% | +44.2% |
| All | +67.2% | +93.2% | -26.0% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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