+1,735.1%
NTRA vs AEIS
+943.3%
+791.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.4% |
| 7D | +1.6% | +6.5% | -4.9% | -1.1% |
| 30D | +3.8% | -9.2% | +12.9% | +7.1% |
| 3M | +48.2% | -8.3% | +56.6% | +47.0% |
| 6M | +61.0% | -6.3% | +67.3% | +54.2% |
| YTD | +44.2% | +36.5% | +7.7% | +14.1% |
| 1Y | +87.3% | +84.8% | +2.5% | +26.2% |
| 3Y | +509.4% | +176.6% | +332.8% | +220.0% |
| 5Y | +175.1% | +237.1% | -62.0% | +27.1% |
| 10Y | +3,203.1% | +554.7% | +2,648.4% | +960.4% |
| All | +1,735.1% | +943.3% | +791.7% | +366.8% |
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