-41.1%
ACN vs NRG
+194.8%
-235.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.7% | +3.2% |
| 7D | -1.5% | -4.7% | +3.2% | -1.1% |
| 30D | +2.1% | -6.0% | +8.1% | +2.6% |
| 3M | +11.1% | -8.0% | +19.1% | +10.7% |
| 6M | -6.8% | -23.2% | +16.3% | -5.4% |
| YTD | -30.0% | -28.1% | -2.0% | -28.7% |
| 1Y | -23.1% | -27.3% | +4.1% | -22.2% |
| 3Y | -40.4% | +208.7% | -249.1% | -61.9% |
| All | -41.1% | +194.8% | -235.9% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling