+46.5%
NTR vs AEIS
+232.6%
-186.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -1.1% |
| 7D | -1.3% | +2.3% | -3.5% | -1.6% |
| 30D | +16.8% | -14.8% | +31.6% | +19.1% |
| 3M | +20.7% | -15.6% | +36.3% | +22.2% |
| 6M | +0.5% | -8.7% | +9.2% | -0.9% |
| YTD | +29.2% | +37.3% | -8.1% | +16.6% |
| 1Y | +39.6% | +80.3% | -40.7% | +17.7% |
| 3Y | +37.9% | +177.9% | -140.1% | +0.8% |
| All | +46.5% | +232.6% | -186.1% | -1.3% |
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