+95.7%
NTR vs AEIS
+328.2%
-232.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.3% |
| 7D | +0.5% | +6.5% | -5.9% | -0.9% |
| 30D | +21.7% | -9.2% | +30.9% | +23.7% |
| 3M | +22.8% | -8.3% | +31.1% | +22.2% |
| 6M | +8.2% | -6.3% | +14.6% | +5.5% |
| YTD | +32.9% | +36.5% | -3.6% | +16.5% |
| 1Y | +45.3% | +84.8% | -39.4% | +16.1% |
| 3Y | +41.7% | +176.6% | -134.9% | -3.4% |
| 5Y | +49.8% | +237.1% | -187.3% | -6.9% |
| All | +95.7% | +328.2% | -232.5% | -2.7% |
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