+18,710.3%
NTAP vs AEIS
+2,080.8%
+16,629.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | -7.8% | -6.9% | -0.9% | -5.7% |
| 30D | -25.8% | -23.2% | -2.6% | -18.8% |
| 3M | -11.2% | -29.5% | +18.2% | -0.5% |
| 6M | +49.9% | -37.9% | +87.8% | +70.1% |
| YTD | +66.9% | +6.0% | +60.9% | +50.9% |
| 1Y | +58.8% | +1.2% | +57.6% | +45.9% |
| 3Y | +140.8% | +150.0% | -9.1% | +52.2% |
| 5Y | +115.0% | +141.9% | -26.9% | +34.0% |
| 10Y | +570.8% | +356.2% | +214.6% | +191.2% |
| All | +18,710.3% | +2,080.8% | +16,629.6% | +3,465.4% |
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 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