+283.1%
AG vs NIO
-38.3%
+321.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.4% | +2.3% |
| 7D | -0.1% | -4.1% | +4.1% | +0.3% |
| 30D | +12.5% | -23.2% | +35.7% | +15.6% |
| 3M | +28.2% | -29.9% | +58.1% | +32.8% |
| 6M | -18.8% | -25.1% | +6.3% | -16.7% |
| YTD | +27.4% | -27.5% | +54.8% | +31.0% |
| 1Y | +132.2% | -41.1% | +173.3% | +142.6% |
| 3Y | +286.9% | -63.1% | +350.0% | +306.7% |
| 5Y | +72.8% | -90.4% | +163.2% | +91.9% |
| All | +283.1% | -38.3% | +321.5% | +306.0% |
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