+3,059.8%
NTRA vs AIG
+66.2%
+2,993.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | +0.2% | -1.2% | +1.4% | +0.7% |
| 30D | +4.1% | -1.1% | +5.2% | +4.5% |
| 3M | +50.0% | +0.7% | +49.4% | +48.9% |
| 6M | +67.3% | -2.2% | +69.5% | +67.5% |
| YTD | +43.6% | -10.8% | +54.4% | +48.0% |
| 1Y | +89.2% | -2.0% | +91.3% | +86.6% |
| 3Y | +502.5% | +34.8% | +467.7% | +411.5% |
| 5Y | +173.8% | +55.0% | +118.7% | +112.6% |
| All | +3,059.8% | +66.2% | +2,993.6% | +1,794.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling