+90.2%
NTR vs AEE
+128.2%
-38.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -1.3% | -0.8% | -0.5% | -1.0% |
| 30D | +16.8% | -2.9% | +19.7% | +17.8% |
| 3M | +20.7% | -2.4% | +23.2% | +21.4% |
| 6M | +0.5% | -2.7% | +3.2% | +0.9% |
| YTD | +29.2% | +7.3% | +21.9% | +25.8% |
| 1Y | +39.6% | +7.5% | +32.0% | +35.6% |
| 3Y | +37.9% | +46.2% | -8.3% | +19.6% |
| 5Y | +47.1% | +39.7% | +7.4% | +28.7% |
| All | +90.2% | +128.2% | -38.0% | +48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling