+18.7%
AEM vs NRG
-50.8%
+69.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -13.5% | +23.2% | +13.2% |
| 7D | +0.2% | -13.7% | +13.9% | +3.5% |
| 30D | +0.1% | -13.6% | +13.6% | +3.2% |
| 3M | +22.1% | -28.5% | +50.6% | +33.6% |
| 6M | +2.4% | -45.8% | +48.2% | +20.1% |
| YTD | +8.9% | -46.9% | +55.9% | +27.8% |
| 1Y | +18.7% | -49.7% | +68.4% | +42.9% |
| All | +18.7% | -50.8% | +69.5% | +42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling