+124.8%
NTAP vs AEE
+39.2%
+85.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.3% |
| 7D | +2.2% | +1.1% | +1.1% | +2.1% |
| 30D | -7.0% | 0.0% | -7.0% | -7.0% |
| 3M | +12.3% | -0.9% | +13.2% | +12.2% |
| 6M | +85.1% | -2.4% | +87.5% | +85.2% |
| YTD | +74.8% | +8.6% | +66.1% | +71.9% |
| 1Y | +52.7% | +10.2% | +42.5% | +49.6% |
| 3Y | +147.7% | +47.8% | +99.8% | +128.2% |
| 5Y | +124.8% | +40.1% | +84.7% | +108.6% |
| All | +124.8% | +39.2% | +85.6% | +108.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling