+46.5%
NTR vs AEE
+38.7%
+7.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -1.3% | -0.8% | -0.5% | -1.1% |
| 30D | +16.8% | -2.9% | +19.7% | +17.7% |
| 3M | +20.7% | -2.4% | +23.2% | +21.3% |
| 6M | +0.5% | -2.7% | +3.2% | +0.9% |
| YTD | +29.2% | +7.3% | +21.9% | +25.6% |
| 1Y | +39.6% | +7.5% | +32.0% | +35.4% |
| 3Y | +37.9% | +46.2% | -8.3% | +17.7% |
| All | +46.5% | +38.7% | +7.8% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling