+146.9%
AG vs NIO
-51.7%
+198.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.9% | +2.5% | -1.9% |
| 7D | -10.0% | -14.5% | +4.5% | -8.4% |
| 30D | -10.5% | -15.0% | +4.5% | -8.8% |
| 3M | -27.3% | -35.6% | +8.3% | -23.8% |
| 6M | -43.0% | -55.7% | +12.7% | -38.0% |
| YTD | -17.9% | -43.1% | +25.2% | -13.3% |
| 1Y | +11.9% | -53.5% | +65.4% | +20.5% |
| 3Y | +201.8% | -59.8% | +261.6% | +217.4% |
| 5Y | -0.1% | -93.2% | +93.1% | +14.7% |
| All | +146.9% | -51.7% | +198.6% | +168.7% |
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