+170.2%
AG vs NIO
-45.3%
+215.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.8% | -2.0% | -5.4% |
| 7D | +6.0% | +2.8% | +3.1% | +5.7% |
| 30D | -13.5% | -8.4% | -5.2% | -12.7% |
| 3M | -20.7% | -32.0% | +11.3% | -17.4% |
| 6M | -31.5% | -43.9% | +12.4% | -27.4% |
| YTD | -10.1% | -35.7% | +25.5% | -6.4% |
| 1Y | +26.0% | -51.1% | +77.1% | +34.8% |
| 3Y | +228.9% | -54.7% | +283.6% | +241.4% |
| 5Y | +8.7% | -91.7% | +100.4% | +22.6% |
| All | +170.2% | -45.3% | +215.6% | +190.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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