+889.6%
NTRS vs AEE
+806.8%
+82.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.4% | -0.8% | +2.1% | +1.8% |
| 30D | -0.7% | -2.9% | +2.3% | +0.9% |
| 3M | +11.3% | -2.4% | +13.7% | +12.3% |
| 6M | +35.5% | -2.7% | +38.2% | +36.4% |
| YTD | +40.6% | +7.3% | +33.3% | +33.5% |
| 1Y | +49.2% | +7.5% | +41.7% | +41.1% |
| 3Y | +167.2% | +46.2% | +121.0% | +108.6% |
| 5Y | +94.9% | +39.7% | +55.2% | +54.3% |
| 10Y | +259.5% | +191.3% | +68.2% | +72.6% |
| All | +889.6% | +806.8% | +82.8% | +117.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling