+97.0%
NTRA vs AIG
-4.5%
+101.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | -0.1% |
| 7D | +0.6% | -0.9% | +1.5% | +0.3% |
| 30D | +19.5% | -4.9% | +24.4% | +18.2% |
| 3M | +47.8% | +4.5% | +43.3% | +49.0% |
| 6M | +61.6% | -1.4% | +63.1% | +60.3% |
| YTD | +43.3% | -9.8% | +53.1% | +40.2% |
| 1Y | +97.0% | -4.5% | +101.6% | +93.6% |
| All | +97.0% | -4.5% | +101.5% | +93.6% |
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