+93.1%
ACN vs NRG
+1,083.9%
-990.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.7% | +3.1% |
| 7D | -1.5% | -4.7% | +3.2% | -0.7% |
| 30D | +2.1% | -6.0% | +8.1% | +2.9% |
| 3M | +11.1% | -8.0% | +19.1% | +10.9% |
| 6M | -6.8% | -23.2% | +16.3% | -4.5% |
| YTD | -30.0% | -28.1% | -2.0% | -27.9% |
| 1Y | -23.1% | -27.3% | +4.1% | -21.4% |
| 3Y | -40.4% | +208.7% | -249.1% | -60.4% |
| 5Y | -41.6% | +197.7% | -239.2% | -61.5% |
| All | +93.1% | +1,083.9% | -990.9% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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