+149.4%
NTAP vs AEE
+48.1%
+101.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.4% |
| 7D | +2.2% | +1.1% | +1.1% | +2.3% |
| 30D | -7.0% | 0.0% | -7.0% | -7.0% |
| 3M | +12.3% | -0.9% | +13.2% | +12.1% |
| 6M | +85.1% | -2.4% | +87.5% | +84.9% |
| YTD | +74.8% | +8.6% | +66.1% | +74.6% |
| 1Y | +52.7% | +10.2% | +42.5% | +52.4% |
| All | +149.4% | +48.1% | +101.3% | +148.9% |
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