+2,192.9%
AEP vs NTRS
+7,800.3%
-5,607.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | -0.9% | +1.4% | -2.3% | -1.2% |
| 30D | -1.1% | -0.7% | -0.4% | -1.0% |
| 3M | -3.3% | +11.3% | -14.6% | -5.5% |
| 6M | -4.6% | +35.5% | -40.2% | -10.5% |
| YTD | +9.4% | +40.6% | -31.2% | +1.6% |
| 1Y | +16.9% | +49.2% | -32.3% | +7.1% |
| 3Y | +76.6% | +167.2% | -90.6% | +41.7% |
| 5Y | +66.2% | +94.9% | -28.7% | +39.6% |
| 10Y | +174.7% | +259.5% | -84.7% | +94.6% |
| All | +2,192.9% | +7,800.3% | -5,607.5% | +802.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling