+99.0%
NTRA vs AIG
+6.0%
+93.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.8% | +1.0% |
| 7D | -7.9% | +2.3% | -10.2% | -7.3% |
| 30D | -8.1% | +8.8% | -16.9% | -6.0% |
| 3M | +42.1% | +3.7% | +38.4% | +43.5% |
| 6M | +84.8% | +6.8% | +78.1% | +88.2% |
| YTD | +70.7% | -2.6% | +73.3% | +68.6% |
| 1Y | +99.0% | +3.7% | +95.3% | +100.3% |
| All | +99.0% | +6.0% | +93.1% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling