+136.7%
NTAP vs AEIS
+228.8%
-92.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +1.0% |
| 7D | +3.3% | +8.1% | -4.9% | +0.6% |
| 30D | -0.2% | -11.1% | +10.9% | +3.2% |
| 3M | +11.4% | -5.6% | +17.0% | +10.1% |
| 6M | +88.7% | -0.6% | +89.3% | +77.2% |
| YTD | +78.9% | +38.0% | +40.9% | +43.6% |
| 1Y | +58.8% | +87.2% | -28.4% | +9.7% |
| 3Y | +153.5% | +179.7% | -26.1% | +39.4% |
| 5Y | +136.7% | +241.7% | -105.0% | +12.4% |
| All | +136.7% | +228.8% | -92.1% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling