+149.5%
NTAP vs AEE
+65.0%
+84.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.4% |
| 7D | +7.2% | +1.7% | +5.5% | +7.4% |
| 30D | -18.4% | +9.7% | -28.1% | -17.6% |
| 3M | -11.3% | +5.9% | -17.2% | -10.8% |
| 6M | +53.8% | +6.7% | +47.1% | +54.8% |
| YTD | +72.0% | +17.4% | +54.6% | +73.5% |
| 1Y | +68.0% | +12.7% | +55.4% | +69.4% |
| 3Y | +149.5% | +68.2% | +81.3% | +164.3% |
| All | +149.5% | +65.0% | +84.5% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 3y: compounded portfolio wealth divided by compounded AEE 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…
3y analysis · Full analysis span regression · 6 months rolling