+338.7%
AEM vs NRG
+203.5%
+135.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.2% | +1.6% |
| 7D | -2.1% | -4.7% | +2.5% | -1.3% |
| 30D | +8.4% | -6.0% | +14.4% | +9.5% |
| 3M | +27.3% | -8.0% | +35.2% | +28.3% |
| 6M | -9.7% | -23.2% | +13.5% | -6.6% |
| YTD | +19.0% | -28.1% | +47.0% | +24.0% |
| 1Y | +31.5% | -27.3% | +58.7% | +36.9% |
| 3Y | +338.7% | +208.7% | +130.0% | +216.2% |
| All | +338.7% | +203.5% | +135.2% | +216.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling