+20,069.3%
NTAP vs AEIS
+2,740.1%
+17,329.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +0.9% |
| 7D | +3.3% | +8.1% | -4.9% | +0.3% |
| 30D | -0.2% | -11.1% | +10.9% | +3.6% |
| 3M | +11.4% | -5.6% | +17.0% | +10.3% |
| 6M | +88.7% | -0.6% | +89.3% | +78.9% |
| YTD | +78.9% | +38.0% | +40.9% | +48.2% |
| 1Y | +58.8% | +87.2% | -28.4% | +16.2% |
| 3Y | +153.5% | +179.7% | -26.1% | +54.8% |
| 5Y | +136.7% | +241.7% | -105.0% | +30.8% |
| 10Y | +590.2% | +547.2% | +43.0% | +165.4% |
| All | +20,069.3% | +2,740.1% | +17,329.1% | +3,401.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling