+167.2%
NTRS vs AEE
+46.3%
+121.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.4% | -0.8% | +2.1% | +1.6% |
| 30D | -0.7% | -2.9% | +2.3% | 0.0% |
| 3M | +11.3% | -2.4% | +13.7% | +11.6% |
| 6M | +35.5% | -2.7% | +38.2% | +35.7% |
| YTD | +40.6% | +7.3% | +33.3% | +36.1% |
| 1Y | +49.2% | +7.5% | +41.7% | +44.0% |
| 3Y | +167.2% | +46.2% | +121.0% | +125.1% |
| All | +167.2% | +46.3% | +121.0% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 3y: compounded portfolio wealth divided by compounded AEE 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…
3y analysis · Full analysis span regression · 6 months rolling