+562.2%
NTAP vs AEIS
+332.3%
+229.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.4% | -1.1% |
| 7D | +7.2% | +11.5% | -4.3% | +3.0% |
| 30D | -18.4% | -15.8% | -2.6% | -13.8% |
| 3M | -11.3% | -33.3% | +22.0% | +1.1% |
| 6M | +53.8% | -35.2% | +89.0% | +71.3% |
| YTD | +72.0% | +5.0% | +66.9% | +53.8% |
| 1Y | +68.0% | +8.5% | +59.6% | +48.1% |
| 3Y | +149.5% | +152.9% | -3.4% | +50.5% |
| 5Y | +125.6% | +144.6% | -19.0% | +33.6% |
| All | +562.2% | +332.3% | +229.9% | +163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling