+3,059.8%
NTRA vs AEIS
+562.2%
+2,497.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.1% | -1.3% |
| 7D | +0.2% | +2.3% | -2.0% | -0.9% |
| 30D | +4.1% | -14.8% | +18.9% | +10.6% |
| 3M | +50.0% | -15.6% | +65.6% | +54.7% |
| 6M | +67.3% | -8.7% | +76.0% | +61.8% |
| YTD | +43.6% | +37.3% | +6.3% | +12.1% |
| 1Y | +89.2% | +80.3% | +8.9% | +27.0% |
| 3Y | +502.5% | +177.9% | +324.6% | +206.6% |
| 5Y | +173.8% | +235.8% | -62.1% | +22.0% |
| All | +3,059.8% | +562.2% | +2,497.5% | +748.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling