+355.1%
AEM vs NRG
+1,083.9%
-728.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.2% | +1.6% |
| 7D | -2.1% | -4.7% | +2.5% | -1.4% |
| 30D | +8.4% | -6.0% | +14.4% | +9.3% |
| 3M | +27.3% | -8.0% | +35.2% | +28.3% |
| 6M | -9.7% | -23.2% | +13.5% | -6.8% |
| YTD | +19.0% | -28.1% | +47.0% | +23.7% |
| 1Y | +31.5% | -27.3% | +58.7% | +36.4% |
| 3Y | +338.7% | +208.7% | +130.0% | +263.4% |
| 5Y | +307.4% | +197.7% | +109.8% | +236.3% |
| All | +355.1% | +1,083.9% | -728.9% | +169.0% |
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